Pages that link to "Item:Q3083237"

The following pages link to Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (Q3083237):

Displaying 34 items.

• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• An infinite-dimensional approach to path-dependent Kolmogorov equations (Q317478) (← links)
• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
• Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
• Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
• Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
• Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
• Stochastic systems with memory and jumps (Q1736185) (← links)
• Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
• Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
• Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Partial smoothing of delay transition semigroups acting on special functions (Q2669930) (← links)
• Existence and smoothness of the densities of stochastic functional differential equations with jumps (Q2685904) (← links)
• Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
• Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
• A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
• Viscosity Solutions of Path-Dependent PDEs with Randomized Time (Q4960820) (← links)
• State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
• A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
• Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (Q5065042) (← links)
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)