scientific article
From MaRDI portal
Publication:3724215
zbMath0593.93068MaRDI QIDQ3724215
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (15)
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs ⋮ A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ The probabilistic structure of controlled diffusion processes ⋮ Optimal transportation under controlled stochastic dynamics ⋮ Optimal control of semilinear stochastic evolution equations ⋮ On extremal solutions to stochastic control problems ⋮ Mixed control problem under partial observation ⋮ Existence of optimal controls for systems driven by FBSDEs ⋮ Pathwise superhedging on prediction sets ⋮ Approximation and optimality necessary conditions in relaxed stochastic control problems ⋮ Stochastic optimal transport with free end time ⋮ Optimal Markov strategies for controlled Ito processes ⋮ A topology for Markov controls ⋮ Existence of optimal controls for systems of controlled forward-backward doubly SDEs
This page was built for publication:
