In this paper, we study a class of stochastic optimal control problems, where the drift term of the equation has a linear growth on the control variable, the cost functional has a quadratic growth, and the control process takes values in a closed set (not necessarily compact). This problem is related to some backward stochastic differential equations (BSDEs) with quadratic growth and unbounded terminal value. We prove that the optimal feedback control exists, and the optimal cost is given by the initial value of the solution of the related BSDE
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
International audienceIn this paper, we study a class of stochastic optimal control problems, where ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
It is well known that backward stochastic differential equations (BSDEs) stem from the study on the ...
It is well known that backward stochastic dierential equations (BSDEs) stem from the study on the Po...
It is well known that backward stochastic dierential equations (BSDEs) stem from the study on the Po...
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward...
This paper studies optimal controls for a class of backward stochastic partial differential systems ...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
International audienceIn this paper, we study a class of stochastic optimal control problems, where ...
In this paper, we study a class of stochastic optimal control problems, where the drift term of the ...
It is well known that backward stochastic differential equations (BSDEs) stem from the study on the ...
It is well known that backward stochastic dierential equations (BSDEs) stem from the study on the Po...
It is well known that backward stochastic dierential equations (BSDEs) stem from the study on the Po...
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward...
This paper studies optimal controls for a class of backward stochastic partial differential systems ...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or...
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