Pages that link to "Item:Q1055382"
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The following pages link to Stochastic maximum principle for distributed parameter systems (Q1055382):
Displaying 15 items.
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- Optimal control for one-phase Stefan problem with random emission (Q582567) (← links)
- Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation (Q697521) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
- SPDEs with space interactions and application to population modelling (Q6102336) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
- Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
