scientific article
From MaRDI portal
Publication:3851206
zbMath0418.49031MaRDI QIDQ3851206
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Semigroups of nonlinear operators (47H20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items
A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ The probabilistic structure of controlled diffusion processes ⋮ Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application ⋮ On nonlinear semigroups for Markov processes associated with optimal stopping ⋮ Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs ⋮ G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics ⋮ Risk-sensitive control and an abstract Collatz-Wielandt formula ⋮ A Variational Formula for Risk-Sensitive Reward ⋮ Filtration consistent nonlinear expectations and evaluations of contingent claims ⋮ Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation