Pages that link to "Item:Q3664161"

The following pages link to Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (Q3664161):

Displaying 50 items.

• On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
• On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
• Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
• Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
• General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
• A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
• Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• A duality analysis on stochastic partial differential equations (Q1188095) (← links)
• Open-loop evasion strategies in a pursuit-evasion problem in a reduced state space (Q1192181) (← links)
• A class of semilinear stochastic partial differential equations and their controls: Existence results (Q1208933) (← links)
• Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
• Control of partially observed diffusions (Q1321122) (← links)
• Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
• On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
• LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
• Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
• Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
• An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• A risk-sensitive maximum principle (Q2277229) (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• Reflected backward stochastic partial differential equations with jumps in a convex domain (Q2322656) (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
• Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
• Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• Approximate optimal controller for weakly nonlinear evolutionary equation of parabolic type (Q2668516) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (Q2799361) (← links)
• Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)