Pages that link to "Item:Q1863746"
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The following pages link to History path dependent optimal control and portfolio valuation and management (Q1863746):
Displaying 18 items.
- Minimax and viscosity solutions in optimization problems for hereditary systems (Q643773) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems (Q764715) (← links)
- Conditional viability for impulse differential games (Q816523) (← links)
- Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems (Q831354) (← links)
- The Hamilton-Jacobi equation for hereditary systems: minimax and viscosity solutions (Q960655) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Path-dependent Hamilton-Jacobi equations: the minimax solutions revised (Q2238988) (← links)
- Inequalities for subgradients of a value functional in differential games for time-delay systems (Q2243709) (← links)
- Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems (Q2701080) (← links)
- On Hamilton–Jacobi–Isaacs–Bellman equation for neutral type systems (Q4639855) (← links)
- Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems (Q4992020) (← links)
- Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method (Q5081640) (← links)
- (Q5131868) (← links)
- Dynamic Programming Principle and Hamilton--Jacobi--Bellman Equations for Fractional-Order Systems (Q5136128) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
- Decreasing viability of tychastic controlled systems (Q6606571) (← links)
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems (Q6639442) (← links)