Pages that link to "Item:Q3988495"
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The following pages link to Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495):
Displaying 12 items.
- Remarks on optimal controls of stochastic partial differential equations (Q1175511) (← links)
- On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. II: Optimal control of Zakai's equation (Q3977387) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- Differential games for stochastic partial differential equations (Q4271310) (← links)
- On consistent regularities of control and value functions (Q4351399) (← links)
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
