Pages that link to "Item:Q5920294"

The following pages link to Stochastic maximum principle for optimal control of SPDEs (Q5920294):

Displaying 35 items.

• Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control (Q401343) (← 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)
• A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← 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 SPDEs with delay (Q2359727) (← links)
• On stochastic optimal control in ferromagnetism (Q2423381) (← 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)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
• A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Maximum principle for optimal control of SPDEs with locally monotone coefficients (Q5043504) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← 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)
• Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
• Optimal Distributed Control of a Stochastic Cahn--Hilliard Equation (Q5243164) (← links)
• Stochastic partial differential equations driven by space-time fractional noises (Q5384777) (← links)
• Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
• A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
• Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
• SPDEs with space interactions and application to population modelling (Q6102336) (← 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)