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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

✍ Scribed by Fuhrman, Marco

Book ID
125479997
Publisher
Institute of Mathematical Statistics
Year
2002
Tongue
English
Weight
499 KB
Volume
30
Category
Article
ISSN
0091-1798

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πŸ“œ SIMILAR VOLUMES

Global solutions of a class of discrete-
Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
✍ V.M. Ungureanu; V. Dragan; T. Morozan πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 250 KB

## SUMMARY In this paper, we consider the problem of existence of certain global solutions for general discrete‐time backward nonlinear equations, defined on infinite dimensional ordered Banach spaces. This class of nonlinear equations includes as special cases many of the discrete‐time Riccati equ