Pages that link to "Item:Q3203612"
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The following pages link to Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612):
Displaying 14 items.
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Interior $C^{2}$ estimates for the Hessian quotient type equation (Q6106058) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- The weak solutions to complex Hessian equations (Q6153457) (← links)
- Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (Q6192289) (← links)
- Equivalence of weak and viscosity solutions for the nonhomogeneous double phase equation (Q6198273) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
- Viscosity solutions of the eikonal equation on the Wasserstein space (Q6564715) (← links)
- Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay (Q6620081) (← links)
- Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)
- On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach (Q6667554) (← links)
- Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach (Q6668707) (← links)
