Results 311 to 320 of about 61,087 (328)

Backward stochastic differential equations

2016
openaire   +1 more source

A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information

IEEE Transactions on Automatic Control, 2015
Guangchen Wang, Zhen Wu, Jie Xiong
exaly  

Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

European Journal of Control, 2017
Bin Liu
exaly  

Backward stochastic differential equations and applications to optimal control

Applied Mathematics and Optimization, 1993
Huilin Zhang
exaly  

Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

Communications in Mathematics and Statistics, 2017
Weinan E, Jiequn Han, Arnulf Jentzen
exaly  

Adapted solution of a backward stochastic differential equation

Systems and Control Letters, 1990
exaly  

Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems

Automatica, 2002
Huilin Zhang
exaly  

Viability property for a backward stochastic differential equation and applications to partial differential equations

Probability Theory and Related Fields, 2000
Rainer Buckdahn, Marc Quincampoix, Aurel Rascanu   +2 more
exaly  

Colorectal Cancer: 2 Steps Backward

Ca-A Cancer Journal for Clinicians, 2009
exaly  

Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps

Stochastic Analysis and Applications, 2005
Youssef Ouknine
exaly