On the existence of optimal controls for backward stochastic partial differential equations-Reference-Cited by-同舟云学术

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On the existence of optimal controls for backward stochastic partial differential equations

Published:2018-06 Issue: Volume:137 Page:113-123
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Meng Qingxin^ORCID,Shen Yang,Shi Peng

Funder

Natural Science Foundation of Zhejiang Province for Distinguished Young Scholar

Australian Research Council

111 Project

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Stochastic maximum principle for distributed parameter systems;Bensoussan;J. Franklin Inst.,1983

2. Théorie probabiliste du contrôle des diffusions;Bismut;Mem. Amer. Math. Soc.,1976

3. Existence of an optimal control for stochastic control systems with nonlinear cost functional;Buckdahn;Stochastics,2010

4. On the existence of optimal policies in stochastic control;Davis;SIAM J. Control.,1973

5. Compactification methods in the control of degenerate diffusions: Existence of an optimal control;El Karoui;Stochastics,1987

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