Pages that link to "Item:Q2968752"
From MaRDI portal
The following pages link to Stochastic Optimal Control in Infinite Dimension (Q2968752):
Displayed 50 items.
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance (Q729931) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Minimum energy with infinite horizon: from stationary to non-stationary states (Q2061574) (← links)
- On generators of transition semigroups associated to semilinear stochastic partial differential equations (Q2062612) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups (Q2067054) (← links)
- Deterministic control of stochastic reaction-diffusion equations (Q2068774) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- A dynamic theory of spatial externalities (Q2078061) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs (Q2099171) (← links)
- Aleksandrov-Bakelman-Pucci maximum principle for \(L^p\)-viscosity solutions of equations with unbounded terms (Q2107150) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic optimal control and simulations with application to the cashew nut sector in Senegal (Q2143541) (← links)
- Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Internal habits formation and optimality (Q2222223) (← links)
- Forward and backward stochastic differential equations with normal constraints in law (Q2229679) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Optimal investment with vintage capital: equilibrium distributions (Q2237877) (← links)
- A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations (Q2238986) (← links)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← links)
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395) (← links)
- Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
- Sparse optimal stochastic control (Q2663940) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- Remarks on the vanishing viscosity process of state-constraint Hamilton-Jacobi equations (Q2673511) (← links)
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)