Existence of an optimal control for stochastic control systems with nonlinear cost functional-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Existence of an optimal control for stochastic control systems with nonlinear cost functional

Published:2010-03-16 Issue:3 Volume:82 Page:241-256
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Buckdahn R.¹,Labed B.²,Rainer C.¹,Tamer L.²

Affiliation:

1. a Laboratoire de Mathématiques, CNRS-UMR 6205 , Université de Bretagne Occidentale , 6, av. V. Le Gorgeu, CS 93837, 29238, Brest Cedex 3, France

2. b Faculté des Sciences, Département de Mathématiques , Université Mohamed Khider-Biskra , B.P. 145, Biskra, 07000, Algeria

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442501003624415

Reference14 articles.

1. Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton?Jacobi?Bellman Equations

2. Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

3. Stochastic Controls with Terminal Contingent Conditions

4. Stochastic Differential Utility

5. Compactification methods in the control of degenerate diffusions: existence of an optimal control

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Two-stage stochastic optimal control problem under G-expectation;Systems & Control Letters;2024-07

2. Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty;Optimal Control Applications and Methods;2023-02-22

3. Assessing non-convex value functions for the optimal control of stochastic differential equations;Results in Control and Optimization;2022-03

4. Existence of optimal controls for systems of controlled forward-backward doubly SDEs;Random Operators and Stochastic Equations;2020-06-01

5. Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality;Journal of Differential Equations;2019-05

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3