No label defined (Q4578239)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 6914820

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6914820

Statements

scholarly article

0 references

zbMATH Open document ID

0 references

Durga Nagarajan

0 references

Muthukumar Palanisamy

0 references

publication date

8 August 2018

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

optimal stochastic control

0 references

Poisson jump process

0 references

stochastic maximum principle

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

Introduction to stochastic control theory

0 references

0 references

Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps

0 references

Financial Modelling with Jump Processes

0 references

Stochastic Equations in Infinite Dimensions

0 references

\(L^ 2\)-regularity for parabolic partial integrodifferential equations with delay in the highest-order derivatives

0 references

On the nonlinear modeling of shot noise

0 references

Optimal control problems for semilinear retarded functional differential equations

0 references

Approximate controllability for semilinear retarded functional-differential equations

0 references

Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

0 references

Stochastic optimal control for backward stochastic partial differential systems

0 references

Backward stochastic differential equations and applications to optimal control

0 references

Almost automorphic solutions for fractional stochastic differential equations and its optimal control

0 references

Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps.

0 references

Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions

0 references

Necessary conditions for optimal control of forward-backward stochastic systems with random jumps

0 references

Optimal control for stochastic differential delay equations with Poisson jumps and applications

0 references

Approximate controllability of retarded semilinear stochastic system with non local conditions

0 references

\(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes

0 references

The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators

0 references

Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise

0 references

Synchronization of fractional-order chaotic systems with Gaussian fluctuation by sliding mode control

0 references

Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

0 references

0 references

The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls

0 references

Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces

0 references

Optimal control problem for stochastic evolution equations in Hilbert spaces

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4578239

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4578239&oldid=36413870"