Results 301 to 310 of about 61,087 (328)
Some of the next articles are maybe not open access.
HJB Equations Through Backward Stochastic Differential Equations
2017This last chapter of the book completes the picture of the main methods used to study second-order HJB equations in Hilbert spaces and related optimal control problems by presenting a survey of results that can be achieved with the techniques of Backward SDEs in infinite dimension.
Fuhrman, M, Tessitore, G.
openaire +2 more sources
Quadratic backward stochastic differential equations
2017In this thesis, we analyze backward stochastic differential equations. We begin by introducing stochastic processes, Brownian motion, stochastic integrals, and Itô's formula. After that, we move on to consider stochastic differential equations and finally backward stochastic differential equations.
openaire +1 more source
Linear quadratic control of backward stochastic differential equation with partial information
Applied Mathematics and Computation, 2021Zhiguo Yan
exaly
Optimal control problem of backward stochastic differential delay equation under partial information
Systems and Control Letters, 2015Guangchen Wang, shuangwu shuangwu
exaly
Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients
Stochastic Processes and Their Applications, 1995Xuerong Mao
exaly