The following pages link to (Q3375703):
Displaying 48 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- An infinite-dimensional approach to path-dependent Kolmogorov equations (Q317478) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Optimal investment models with vintage capital: dynamic programming approach (Q990281) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- Optimal dynamic advertising policies in the presence of continuously distributed time lags (Q1229797) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Optimal control of stochastic functional neutral differential equations with time lag in control (Q1661806) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Optimal control problem of variable-order delay system of advertising procedure: numerical treatment (Q2129177) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- The effects of technological shocks in an optimal goodwill model with a random product life cycle (Q2334898) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- The stochastic goodwill problem (Q2432911) (← links)
- Boundary value problems in stochastic optimal control of advertising (Q2507929) (← links)
- The existence of the solution to the control problem of advertising expenses with distributed lag (Q2627185) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- On some optimal control problems governed by a state equation with memory (Q3531524) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory (Q3580020) (← links)
- Optimal control of production and marketing systems with distributed time lags (Q3763892) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
- Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- Finite horizon stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with discrete and distributed delays (Q5855333) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- A stochastic goodwill model depending on quality level and advertising (Q6094601) (← links)
- Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
- Optimal control and stabilization for linear continuous-time mean-field systems with delay (Q6595169) (← links)
- Classical solution of path-dependent mean-field semilinear PDEs (Q6595706) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay (Q6620081) (← links)
- An optimal advertising model with carryover effect and mean field terms (Q6631637) (← links)
- Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)
