Pages that link to "Item:Q3988945"
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The following pages link to Stochastic Hamilton–Jacobi–Bellman Equations (Q3988945):
Displaying 34 items.
- Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (Q5037498) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Mean Field Games with Partial Observation (Q5232215) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- Mean Field Game Theory with a Partially Observed Major Agent (Q5298491) (← links)
- Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations (Q5298846) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- The Master Equation for Large Population Equilibriums (Q5374157) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
- Progressive participation (Q6059539) (← links)
- Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
- Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
- Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations (Q6192289) (← links)
- Selected topics in mean field games (Q6200700) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
- Temporal deep unfolding for constrained nonlinear stochastic optimal control (Q6595152) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
