The following pages link to (Q4283325):
Displaying 17 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)