scientific article; zbMATH DE number 15045
From MaRDI portal
Publication:3977387
Recommendations
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
- Publication:4727128
Cited in
(46)- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- A duality analysis on stochastic partial differential equations
- On total risk aversion and differential games for controlled parabolic equations
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
- Path-dependent equations and viscosity solutions in infinite dimension
- Partially observed control of Markov processes. IV
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Risk-sensitive and risk-neutral control for continuous-time hidden Markov models
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
- On viscosity solutions of path dependent PDEs
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
- scientific article; zbMATH DE number 3885055 (Why is no real title available?)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation
- Control: a perspective
- scientific article; zbMATH DE number 4001106 (Why is no real title available?)
- Some results on parabolic equations in Banach space
- On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
- A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays
- Comparison of viscosity solutions of semilinear path-dependent PDEs
- A Tale of a Principal and Many, Many Agents
- Contract theory in a VUCA world
- Viscosity Solutions for Obstacle Problems on Wasserstein Space
- Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation
- Survey on path-dependent PDEs
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
- Comparison of viscosity solutions for a class of second-order PDEs on the Wasserstein space
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- A measure-valued HJB perspective on Bayesian optimal adaptive control
- Controlled partially observed diffusions with correlated noise
- Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient
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 Q3977387)