Pages that link to "Item:Q4554108"
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The following pages link to A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108):
Displaying 9 items.
- Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations (Q6056512) (← links)
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay (Q6620081) (← links)
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems (Q6639442) (← links)
- Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)
