Pages that link to "Item:Q5891799"
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The following pages link to Stochastic maximum principle for optimal control of SPDEs (Q5891799):
Displaying 17 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Necessary conditions for optimality for stochastic evolution equations (Q2015568) (← links)
- Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation (Q2022577) (← links)
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process (Q2211465) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces (Q2422350) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
