Author:
Gozzi Fausto,Masiero Federica
Funder
Istituto Nazionale di Alta Matematica
Ministero dell'Istruzione, dell'Università e della Ricerca
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Cited by
22 articles.
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1. Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension;The Annals of Applied Probability;2023-08-01
2. Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives;SIAM Journal on Control and Optimization;2023-04-20
3. Measure Solutions for Stochastic Systems;Measure-Valued Solutions for Nonlinear Evolution Equations on Banach Spaces and Their Optimal Control;2023
4. Optimal Control of Evolution Equations;Measure-Valued Solutions for Nonlinear Evolution Equations on Banach Spaces and Their Optimal Control;2023
5. State and Control Path-Dependent Stochastic Optimal Control With Jumps;IEEE Transactions on Automatic Control;2022-09