Pages that link to "Item:Q4022726"

The following pages link to A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control (Q4022726):

Displaying 17 items.

• On the splitting-up method for rough (partial) differential equations (Q543921) (← links)
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (Q631661) (← links)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
• Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations with anisotropy energy (Q2325918) (← links)
• Stochastic control with rough paths (Q2400494) (← links)
• Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
• Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations (Q2631714) (← links)
• Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
• On deterministic approach to solution of stochastic optimal control problem with controlled diffusion (Q2932446) (← links)
• First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
• (Q5687670) (← links)
• О сильных решениях стохастических дифференциальных уравнений и их потраекторных аналогов (Q5879057) (← links)
• The pathwise-determined maximum principle and symmetric integrals (Q6188004) (← links)
• Pathwise stochastic control and a class of stochastic partial differential equations (Q6644266) (← links)
• On the maximum principle for stochastic differential equations with a path-wise cost functional (Q6656408) (← links)