Pages that link to "Item:Q4554108"
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The following pages link to A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108):
Displaying 4 items.
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations (Q6056512) (← links)