Pages that link to "Item:Q3083249"
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The following pages link to HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions (Q3083249):
Displayed 23 items.
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- An infinite-dimensional approach to path-dependent Kolmogorov equations (Q317478) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Optimal controllability of manpower system with linear quadratic performance index (Q398191) (← links)
- Optimal pollution control with distributed delays (Q478110) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance (Q729931) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Multiple solutions in systems of functional differential equations (Q2452214) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations (Q5197931) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)