Pages that link to "Item:Q4923210"
From MaRDI portal
The following pages link to BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923210):
Displaying 9 items.
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- (Q4761439) (← links)
- Erratum. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923223) (← links)
- On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585) (← links)