Pages that link to "Item:Q2910912"
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The following pages link to Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (Q2910912):
Displaying 9 items.
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation (Q4561005) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- Regularity properties for general HJB equations. A BSDE method (Q6230857) (← links)
