Pages that link to "Item:Q5920294"
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The following pages link to Stochastic maximum principle for optimal control of SPDEs (Q5920294):
Displayed 19 items.
- Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control (Q401343) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- On stochastic optimal control in ferromagnetism (Q2423381) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling (Q2796104) (← links)
- Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- Optimal Distributed Control of a Stochastic Cahn--Hilliard Equation (Q5243164) (← links)
- Stochastic partial differential equations driven by space-time fractional noises (Q5384777) (← links)