On approximations of stochastic optimal control problems with an application to climate equations

Documenti analoghi

• Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
  di: Bandini, Elena, et al.
  Pubblicazione: (2024)
• Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
  di: Wu, Fan, et al.
  Pubblicazione: (2024)
• Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
  di: Sun, Jingrui
  Pubblicazione: (2026)
• Stochastic maximum principle for problems with delay with general dependence on the past
  di: Guatteri, Giuseppina, et al.
  Pubblicazione: (2020)
• Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
  di: Liu, Lu, et al.
  Pubblicazione: (2025)