Pages that link to "Item:Q2274200"
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The following pages link to BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200):
Displaying 5 items.
- Erratum. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923223) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- (Q5195914) (← links)
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems (Q6608779) (← links)