Pages that link to "Item:Q5358871"
From MaRDI portal
The following pages link to Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871):
Displaying 13 items.
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← 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)
- 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)
- A semigroup approach to stochastic systems with input delay at the boundary (Q6099167) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← 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)
