Pages that link to "Item:Q658614"
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The following pages link to Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614):
Displaying 6 items.
- The stochastic control model for use conversion of land (Q2044117) (← links)
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395) (← links)
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
- Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (Q4967886) (← links)
- Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems (Q5210851) (← links)
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)