We show via the nonlinear semigroup theory in L1(R) that the 1-D dynamic programming equation associated with a stochastic optimal control problem with multiplicative noise has a unique mild solution in a sense to be made precis
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
This paper is concerned with existence and uniqueness of solution for the the optimal control proble...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
In this paper we are concerned with a class of stochastic Volterra integro-dierential problems with ...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dime...
This paper is concerned with existence and uniqueness of solution for the the optimal control proble...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
OSInternational audienceProviding an introduction to stochastic optimal control in infinite dimension...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
DOI
Add to ORKG