Pages that link to "Item:Q1055382"
From MaRDI portal
The following pages link to Stochastic maximum principle for distributed parameter systems (Q1055382):
Displaying 19 items.
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
- First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← 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)
- Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)
- Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596) (← links)
- Incomplete information mean-field games and related Riccati equations (Q6655797) (← links)
- Optimality conditions for parabolic stochastic optimal control problems with boundary controls (Q6657500) (← links)
