Pages that link to "Item:Q3991738"
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The following pages link to A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (Q3991738):
Displaying 50 items.
- The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers (Q963987) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279) (← links)
- Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
- On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
- Jensen's inequality for \(g\)-expectation. I (Q1420171) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← links)
- Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Stability analysis of stochastic differential equations with Markovian switching (Q1932738) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
