Pages that link to "Item:Q3978030"
From MaRDI portal
The following pages link to Second-Order Hamilton–Jacobi Equations in Infinite Dimensions (Q3978030):
Displaying 32 items.
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
- A semigroup approach to Kolmogoroff equations in Hilbert spaces (Q1174933) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control (Q1613624) (← links)
- On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- Qualitative properties of trajectories of control systems: a survey (Q1972685) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control (Q2084883) (← links)
- Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
- Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
- Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
- (Q4276412) (← links)
- Optimal control of semilinear stochastic evolution equations (Q4312092) (← links)
- Strong feller property for stochastic semilinear equations (Q4326439) (← links)
- Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces (Q4344856) (← links)
- Dynamic programming equations of stochastic optimal control in banach space (Q4835295) (← links)
- Some results on parabolic equations in Banach space (Q4839255) (← 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)
- Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization (Q6085819) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)