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Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations

✍ Scribed by Li, Juan; Wei, Qingmeng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Local solutions to the Hamilton-Jacobi-B

✍ A. S. Bratus’; D. V. Iourtchenko; J. -L. Menaldi 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 183 KB

The optimal control related to Riemannia

✍ Zhu, Xuehong 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 412 KB

Resonance, stabilizing feedback controls

✍ Henry Hermes 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 766 KB

Stochastic Differential Games and Viscos

✍ Buckdahn, Rainer; Li, Juan 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 328 KB

Some Properties of Constrained Viscosity

✍ Loreti, Paola 📂 Article 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 765 KB

Stochastic Equations with Delay: Optimal

✍ Fuhrman, Marco; Masiero, Federica; Tessitore, Gianmario 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 334 KB