Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation

Documenti analoghi

• Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
  di: Tang, Shanjian, et al.
  Pubblicazione: (2024)
• Stochastic Optimal Impulse Controls with Changing Running Costs
  di: Cao, Yuchen, et al.
  Pubblicazione: (2025)
• Stochastic internal habit formation and optimality
  di: Aleandri, Michele, et al.
  Pubblicazione: (2025)
• Viscosity-Informed Generative Actor-Critic for High-Dimensional Stochastic Optimal Control
  di: Golpashin, Alen E., et al.
  Pubblicazione: (2026)
• Lifting partial smoothing to solve HJB equations and stochastic control problems
  di: Gozzi, Fausto, et al.
  Pubblicazione: (2023)