Pages that link to "Item:Q3224968"
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The following pages link to HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks (Q3224968):
Displaying 15 items.
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Internal habits formation and optimality (Q2222223) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
