Control of a Solution of a Stochastic Integral Equation
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Cited in
(32)- On the Hamilton-Jacobi-Bellman equations
- Harmonic spaces associated with parabolic and elliptic differential operators
- Principles of minimum in problems of optimal control of random processes
- On nonlinear semigroups for Markov processes associated with optimal stopping
- A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
- Résolution de problèmes elliptiques quasilineaires
- Weak solutions of the Hamilton-Jacobi-Bellman equation
- Formule de Trotter et équations de Hamilton-Jacobi-Bellman
- Résolution analytique des problèmes de Bellman-Dirichlet
- Certain results on a parabolic type Monge-Ampère equation
- Dynamic portfolio choice under asset price lognormality
- On a non-linear semi-group attached to stochastic optimal control
- Numerical method for image registration model based on optimal mass transport
- Monotone mixed finite difference scheme for Monge-Ampère equation
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Multigrid methods for image registration model based on optimal mass transport
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Forward-backward stochastic differential equation games with delay and noisy memory
- Stochastic control of symmetric markov processes and nonlinear variational inequalities
- Sum probleils related to the relliian-dzrzchlet equation for two opepators
- Un problème de contrôle géométrique et les équations de Hamilton-Jacobi-Bellman
- scientific article; zbMATH DE number 3736919 (Why is no real title available?)
- Optimal control of random evolutions
- Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Dynamic programming for general linear quadratic optimal stochastic control with random coefficients
- Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients
- A multilevel approach for stochastic nonlinear optimal control
- Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation
- Comparison theorems for diffusion processes
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