Pages that link to "Item:Q2968752"
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The following pages link to Stochastic Optimal Control in Infinite Dimension (Q2968752):
Displaying 50 items.
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
- Viscosity Solutions of Path-Dependent PDEs with Randomized Time (Q4960820) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
- A Stochastic Model of Economic Growth in Time-Space (Q5065053) (← links)
- Monotone Solutions of the Master Equation for Mean Field Games with Idiosyncratic Noise (Q5092889) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Existence of optimal controls for SPDE with locally monotone coefficients (Q5113300) (← links)
- Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces (Q5117361) (← links)
- Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations (Q5126405) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems (Q5210851) (← links)
- Distributed optimal control models in environmental economics: a review (Q5229629) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
- Optimal regional control for a class of semilinear time-fractional diffusion systems with distributed feedback (Q6045943) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
- Existence of Optimal Control for Nonlinear Fokker–Planck Equations in \(\boldsymbol{L^1(\mathbb{R}^d)}\). (Q6098450) (← links)
- Optimal control for uncertain random continuous-time systems (Q6106319) (← links)
- Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
- Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Observer-based event-triggered optimal control for unknown nonlinear stochastic multi-agent systems with input constraints (Q6177530) (← links)
- Stochastic Dirichlet-Poisson problem on Hilbert spaces (Q6186074) (← links)
- Viscosity Solutions for McKean–Vlasov Control on a Torus (Q6191411) (← links)
- Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (Q6192289) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
- Viscosity solutions of the eikonal equation on the Wasserstein space (Q6564715) (← links)
- Representation of random variables as Lebesgue integrals (Q6565305) (← links)
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs (Q6568725) (← links)
- Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
- Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596) (← links)
- On the stabilization of a kinetic model by feedback-like control fields in a Monte Carlo framework (Q6612859) (← links)
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay (Q6620081) (← links)
- Linear stochastic processes on networks and low rank graph limits (Q6621467) (← links)
