Pages that link to "Item:Q5358870"

The following pages link to Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870):

Displaying 21 items.

• Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
• Systemic risk and stochastic games with delay (Q1626502) (← links)
• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
• 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)
• Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
• On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs (Q2099171) (← links)
• Partial smoothing of delay transition semigroups acting on special functions (Q2669930) (← links)
• Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
• Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
• Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5012331) (← links)
• Pairs trading under delayed cointegration (Q5039626) (← links)
• A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← 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 II: Verification Theorem and Optimal Feedbacks (Q5358871) (← 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)
• Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
• An optimal advertising model with carryover effect and mean field terms (Q6631637) (← links)
• Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)