Pages that link to "Item:Q860708"
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The following pages link to Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708):
Displaying 22 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Generalized solutions of HJB equations applied to stochastic control on Hilbert space (Q1395863) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- Optimal control of stochastic functional neutral differential equations with time lag in control (Q1661806) (← links)
- On generators of transition semigroups associated to semilinear stochastic partial differential equations (Q2062612) (← links)
- On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs (Q2099171) (← links)
- Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control (Q2346385) (← links)
- Semilinear Kolmogorov equations and applications to stochastic optimal control (Q2386416) (← links)
- Optimal control of \(\infty\)-dimensional stochastic systems via generalized solutions of HJB equations (Q2746646) (← links)
- Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
- Hypercontractivity of Solutions to Hamilton-Jacobi Equations (Q3151358) (← links)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← 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)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
