## Found 36 Documents (Results 1–36)

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### Stochastic maximum principle for systems driven by local martingales with spatial parameters. (English)Zbl 07537226

MSC:  93E20 60H10 60G48
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### Peng’s maximum principle for stochastic partial differential equations. (English)Zbl 1478.93741

Reviewer: Lu Qi (Chengdu)
MSC:  93E20 93C20 60H15
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MSC:  49K20
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### Second order necessary conditions for optimal control problems of stochastic evolution equations. (English)Zbl 1478.93738

MSC:  93E20 60H07 60H15
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### Necessary conditions for stochastic optimal control problems in infinite dimensions. (English)Zbl 1441.93337

MSC:  93E20 49J53 60H15
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### Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations. (English)Zbl 1441.93349

MSC:  93E20 60H20 49K45
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### First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints. (English)Zbl 1440.93265

MSC:  93E20 93C15 60H10
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### Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems. (English)Zbl 1411.93197

MSC:  93E20 49N10 49N35
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### Nonlinear backward stochastic evolutionary equations driven by a space-time white noise. (English)Zbl 1419.60051

MSC:  60H15 35R60
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### Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application. (English)Zbl 1405.93233

MSC:  93E20 93C15 60H10
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### RETRACTED ARTICLE: Conditional expectations in $$L^p(\mu ;L^q(\nu ;X))$$. (English)Zbl 1400.42030

MSC:  42B25 46E30 60H05
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### Second-order necessary conditions for stochastic optimal control problems. (English)Zbl 1380.93294

MSC:  93E20 60H07 60H10
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### Some optimal control problems of heat equations with weighted controls. (English)Zbl 1386.35134

MSC:  35K05 49J20
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### Necessary stochastic maximum principle for dissipative systems on infinite time horizon. (English)Zbl 1354.93178

MSC:  93E20 60H10 49K45
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### Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift. (English)Zbl 1345.49036

MSC:  49K45 60H15 93E20
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### A stochastic maximum principle with dissipativity conditions. (English)Zbl 1332.93381

MSC:  93E20 60H10 49K45
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### Transposition method for backward stochastic evolution equations revisited, and its application. (English)Zbl 1316.93126

MSC:  93E20 93C25 49K45
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### Stochastic maximum principle in the Pontryagin’s form for wide band noise driven systems. (English)Zbl 1328.93279

MSC:  93E20 93C25 60H10
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### Stochastic optimal control for backward stochastic partial differential systems. (English)Zbl 1260.93178

MSC:  93E20 49K45 60H15
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