Pages that link to "Item:Q3399259"

The following pages link to Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation (Q3399259):

Displaying 26 items.

• The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
• Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
• Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
• Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
• Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
• Multi-valued backward stochastic differential equations with regime switching (Q2142044) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• Stochastic recursive optimal control problem of reflected stochastic differential systems (Q5130093) (← links)
• Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097) (← links)
• Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)