Pages that link to "Item:Q1879864"

The following pages link to Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864):

Displaying 43 items.

• Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
• An analytic approach to stochastic Volterra equations with completely monotone kernels (Q423352) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (Q526039) (← links)
• Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
• Pseudo almost periodic solutions to impulsive non-autonomous stochastic differential equations with unbounded delay and its optimal control (Q667794) (← links)
• Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
• Infinite horizon BSDEs in infinite dimensions with continuous driver and applications (Q862255) (← links)
• Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
• Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
• On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
• Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
• On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
• On backward stochastic differential equations in infinite dimensions (Q1942808) (← links)
• Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
• BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Semilinear Kolmogorov equations and applications to stochastic optimal control (Q2386416) (← links)
• Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
• Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
• Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601) (← links)
• A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
• Higher order differentiability of solutions to backward stochastic differential equations (Q5085829) (← links)
• On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
• (Q5150010) (← links)
• On Optimal Linear Regulator with Polynomial Process of External Excitations (Q5883332) (← links)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
• \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
• On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process (Q6558783) (← links)
• One dimensional BSDEs with critical integrable terminal values and infinite time horizon (Q6569407) (← links)
• Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)