Add to ORKGIn this paper a new result on the existence and uniqueness of the adapted solution to a backward stochastic evolution equation in Hilbert spaces under non Lipschitz condition is established. The applicability of this result is then illustrated in a discussion of some concrete backward stochastic partial differential equation. Furthermore, stochastic maximum principle for optimal control problems of stochastic systems governed by backward stochastic evolution equations in Hilbert spaces is obtained
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochast...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochasti...
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a...
AbstractIn this paper, we examine the approximate controllability of a semilinear backward stochasti...
Existence and uniqueness is established for solutions to backward stochastic differential equations ...
AbstractWe consider a nonlinear controlled stochastic evolution equation in a Hilbert space, with a ...
This paper is concerned with providing the maximum principle for a control problem governed by a sto...
In this article, we introduce the concept of Backward Stochastic Differential Equations (BSDE), prov...
This paper studies optimal controls for a class of backward stochastic partial differential systems ...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
This paper studies the first order backward stochastic partial differential equations suggested earl...
Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are obtained ...
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochast...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochasti...
We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a...
AbstractIn this paper, we examine the approximate controllability of a semilinear backward stochasti...
Existence and uniqueness is established for solutions to backward stochastic differential equations ...
AbstractWe consider a nonlinear controlled stochastic evolution equation in a Hilbert space, with a ...
This paper is concerned with providing the maximum principle for a control problem governed by a sto...
In this article, we introduce the concept of Backward Stochastic Differential Equations (BSDE), prov...
This paper studies optimal controls for a class of backward stochastic partial differential systems ...
AbstractIn this paper we shall establish a new theorem on the existence and uniqueness of the adapte...
This paper studies the first order backward stochastic partial differential equations suggested earl...
Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are obtained ...
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochast...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
We prove an existence and uniqueness result for a general class of backward stochastic partial diffe...