scientific article; zbMATH DE number 3233253
From MaRDI portal
Publication:5521110
Cited in
(18)- Stochastic variational formula for fundamental solutions of parabolic PDE
- Measure-valued processes in the control of partially-observable stochastic systems
- Stackelberg strategies in linear-quadratic stochastic differential games
- On the optimal control of stochastic systems with an exponential-of- integral performance index
- A multimodel approach to stochastic team problems
- On the stochastic maximum principle in Banach space
- Global properties of diffusion processes on cylindrical type phase space
- On the definition of stochastic differential games and the existence of value and of saddle points
- Existence results for optimal stochastic controls
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
- Optimal stochastic control
- On the stability of processes defined by stochastic difference- differential equations
- Duality and a priori estimates in Markovian optimization problems
- Stochastic differential games
- Stochastic optimal control for non-linear dynamical systems under noisy observations
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Two-armed restless bandits with imperfect information: stochastic control and indexability
- On the contributions of Wendell Fleming
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 Q5521110)
