Pages that link to "Item:Q5414724"

The following pages link to General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Q5414724):

Displaying 49 items.

• A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← 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)
• Some optimal control problems of heat equations with weighted controls (Q1678052) (← links)
• Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
• Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
• RETRACTED ARTICLE: Conditional expectations in \(L^p(\mu ;L^q(\nu ;X))\) (Q1753004) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← 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)
• 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)
• \(L^2\) estimates and existence theorems for the \(\overline{\partial}\) operators in infinite dimensions. I (Q2145843) (← links)
• Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
• Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case (Q2200493) (← links)
• First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
• Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
• Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
• A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395) (← 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)
• Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← 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)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• Second order necessary conditions for optimal control problems of evolution equations involving final point equality constraints (Q3383278) (← links)
• A maximum principle for controlled stochastic factor model (Q4554102) (← links)
• Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations (Q5126405) (← links)
• Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
• Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (Q5265925) (← links)
• Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
• Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← 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)
• Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)