Pages that link to "Item:Q5408795"
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The following pages link to A Maximum Principle for Optimal Control of Stochastic Evolution Equations (Q5408795):
Displaying 25 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation (Q2022577) (← links)
- Controlled singular evolution equations and Pontryagin type maximum principle with applications (Q2089097) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling (Q2796104) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
- Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
- Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
