Pages that link to "Item:Q3988945"

The following pages link to Stochastic Hamilton–Jacobi–Bellman Equations (Q3988945):

Displaying 50 items.

• On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• Mean field games with a dominating player (Q315770) (← links)
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• A separation theorem for stochastic singular linear quadratic control problem with partial information (Q350752) (← links)
• Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← 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)
• One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
• Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
• A converse comparison theorem for backward stochastic differential equations with jumps (Q625023) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
• Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
• Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
• Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
• Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
• Stochastic minimum-energy control (Q888813) (← links)
• Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
• Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
• Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
• On the geometry of the Hamilton-Jacobi-Bellman equation (Q973225) (← links)
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
• Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
• Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
• On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
• Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
• On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337) (← links)
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations (Q1884175) (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems (Q1972722) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
• Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
• Singular HJB equations with applications to KPZ on the real line (Q2159252) (← links)
• On first order mean field game systems with a common noise (Q2170377) (← links)
• Long term average cost control problems without ergodicity (Q2171038) (← links)