Pages that link to "Item:Q1947337"
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The following pages link to Stochastic optimal control for backward stochastic partial differential systems (Q1947337):
Displaying 21 items.
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Solvability and optimal controls of a fractional impulsive stochastic partial integro-differential equation with state-dependent delay (Q1653671) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Partially observed optimal controls of forward-backward doubly stochastic systems (Q2842255) (← links)
- Backstepping control in vector form for stochastic Hamiltonian systems (Q2903511) (← links)
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain (Q2949592) (← links)
- The optimal control of a new class of impulsive stochastic neutral evolution integro-differential equations with infinite delay (Q2954062) (← links)
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498) (← links)
- Almost automorphic solutions for fractional stochastic differential equations and its optimal control (Q3187830) (← links)
- (Q4578239) (← links)
- Optimal control of forward-backward stochastic Volterra equations (Q4686113) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
- Dynamical distributed control and synchronization (Q6174289) (← links)