Pages that link to "Item:Q2356561"
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The following pages link to Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561):
Displaying 15 items.
- Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
- Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
