Pages that link to "Item:Q5254097"

The following pages link to Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097):

Displaying 9 items.

• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• A quasi-sure approach to the control of non-Markovian stochastic differential equations (Q428636) (← links)
• Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems (Q459935) (← links)
• Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations (Q849851) (← links)
• Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
• Stochastic global stability and bifurcation of a hydro-turbine generator (Q2207342) (← links)
• Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
• Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control (Q4911011) (← links)
• Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921) (← links)