scientific article; zbMATH DE number 3904473
From MaRDI portal
Publication:3682368
Nonlinear elliptic equations (35J60) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)
Recommendations
- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 1303272
- Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 1779816
- Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control
Cited in
(28)- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
- Two remarks on Monge-Ampère equations
- On the Hamilton-Jacobi-Bellman equations
- Numerical method for image registration model based on optimal mass transport
- Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints
- Monotone mixed finite difference scheme for Monge-Ampère equation
- Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems)
- Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
- Multigrid methods for image registration model based on optimal mass transport
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
- Representation of Hamilton-Jacobi equation in optimal control theory with unbounded control set
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
- Hamilton-Jacobi-Bellman equations with fast gradient-dependence
- Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
- Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations
- On a Hamilton-Jacobi-Bellman equation related to a stochastic periodic model
- Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory
- scientific article; zbMATH DE number 1996168 (Why is no real title available?)
- Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations
- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 862237 (Why is no real title available?)
- Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control
- Hamilton–Jacobi Equations
- Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems
- Pathwise Stochastic Control Problems and Stochastic HJB Equations
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise
- Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation
- Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3682368)
