Pages that link to "Item:Q1813211"

The following pages link to Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211):

Displaying 48 items.

• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
• On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation (Q488008) (← links)
• On the optimal transport of semiclassical measures (Q517925) (← links)
• The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← 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)
• Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient (Q805073) (← links)
• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations (Q920285) (← links)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions (Q1175016) (← links)
• Remarks on optimal controls of stochastic partial differential equations (Q1175511) (← links)
• Stability of subdifferentials of nonconvex functions in Banach spaces (Q1332541) (← links)
• Generalized solutions of HJB equations applied to stochastic control on Hilbert space (Q1395863) (← links)
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
• Risk-sensitive control and differential games in infinite dimensions (Q1612591) (← links)
• Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
• Partially observed control of Markov processes. IV (Q1803323) (← links)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms (Q1813259) (← links)
• Dynamic programming for the stochastic Burgers equation (Q1866746) (← links)
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
• A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups (Q2067054) (← links)
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control (Q2084883) (← links)
• Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
• Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
• On viscosity solutions of path dependent PDEs (Q2438749) (← links)
• Regularity for obstacle problems in infinite dimensional Hilbert spaces (Q2519771) (← links)
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions (Q2638511) (← links)
• Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting) (Q2693004) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
• Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
• Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
• Mean field approach to stochastic control with partial information (Q3383300) (← links)
• Dynamic Programming for the stochastic Navier-Stokes equations (Q4950938) (← links)
• A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
• Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities (Q5465551) (← links)
• Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
• Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
• Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687) (← links)
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
• Survey on path-dependent PDEs (Q6183904) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)