Pages that link to "Item:Q5317126"

The following pages link to On the Backward Stochastic Riccati Equation in Infinite Dimensions (Q5317126):

Displaying 28 items.

• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
• Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
• Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
• Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
• A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
• On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
• Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
• The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
• Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (Q3081443) (← links)
• Indefinite Stochastic Riccati Equations (Q4442976) (← links)
• The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
• Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (Q4990315) (← links)
• Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (Q5037498) (← links)
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
• The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
• A BSDEs approach to pathwise uniqueness for stochastic evolution equations (Q6155310) (← links)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
• Partial smoothing of the stochastic wave equation and regularization by noise phenomena (Q6592154) (← links)