Pages that link to "Item:Q4277523"
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The following pages link to On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations (Q4277523):
Displayed 20 items.
- Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control (Q401343) (← links)
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)