Pages that link to "Item:Q3988945"

The following pages link to Stochastic Hamilton–Jacobi–Bellman Equations (Q3988945):

Displaying 50 items.

• Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• An introduction to mean field game theory (Q2223588) (← links)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
• Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
• A new comparison theorem of multidimensional BSDEs (Q2343572) (← links)
• The master equation in mean field theory (Q2344557) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
• On the interpretation of the master equation (Q2359715) (← links)
• Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
• Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
• Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations (Q2419394) (← links)
• A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (Q2799361) (← links)
• A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
• Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423) (← links)
• A stochastic control problem (Q3025507) (← links)
• SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
• A local iterative approach for solving the stochastic Hamilton-Jacobi-Bellman equation (SHJBE) arising in the stochastic control of affine nonlinear systems (Q3176481) (← links)
• Strong, mild and weak solutions of backward stochastic evolution equations (Q3440814) (← links)
• Adapted solution of a backward semilinear stochastic evolution equation (Q3984216) (← links)
• A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (Q3991738) (← links)
• (Q4313035) (← links)
• Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
• (Q4431997) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
• Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
• Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
• Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients (Q4628336) (← links)
• Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
• Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
• Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)