Pages that link to "Item:Q285814"

The following pages link to Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814):

Displaying 17 items.

• Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
• Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
• Stochastic control of memory mean-field processes (Q1734289) (← links)
• Stochastic systems with memory and jumps (Q1736185) (← links)
• Optimal control of nonclassical diffusion equations with memory (Q2023060) (← links)
• Sequential Bayesian optimal experimental design for structural reliability analysis (Q2058731) (← links)
• Variation of constants formulae for forward and backward stochastic Volterra integral equations (Q2101061) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
• Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)