Pages that link to "Item:Q3211229"

The following pages link to Maximum principle for semilinear stochastic evolution control systems (Q3211229):

Displaying 48 items.

• A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
• Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
• Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
• Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
• On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
• \(N\)-person differential games governed by semilinear stochastic evolution systems (Q1180331) (← links)
• Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
• Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
• Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
• On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
• On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
• Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
• Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
• Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
• Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
• Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
• A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
• Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
• First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395) (← links)
• Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift (Q2796008) (← links)
• (Q3148340) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
• Necessary Optimality Conditions for the Control of Partial Integro-Differential Equations (Q3462306) (← links)
• Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (Q5265925) (← links)
• Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← 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)
• 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)