AbstractBy means of backward stochastic differential equations, the existence and uniqueness of the mild solution are obtained for the nonlinear Kolmogorov equations associated with stochastic delay evolution equations. Applications to optimal control are also given
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
This paper is concerned with existence and uniqueness of solution for the the optimal control proble...
We consider an It\u302o stochastic differential equation with delay, driven by Brownian motion, whos...
We show via the nonlinear semigroup theory in L1(R) that the 1-D dynamic programming equation associ...
AbstractWe study a Hamilton–Jacobi–Bellman equation related to the optimal control of a stochastic s...
This paper is concerned with an optimal control problem for a forward-backward stochastic differenti...
We state some results on existence and uniqueness for the solution of non linear stochastic PDEs wi...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
AbstractIn this paper, we obtain some results on the existence and uniqueness of solutions to stocha...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typi...
Some results on the existence and uniqueness of solutions for stochastic evolution equations contai...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
AbstractA procedure reported elsewhere for solution of linear and nonlinear, deterministic or stocha...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
This paper is concerned with existence and uniqueness of solution for the the optimal control proble...
We consider an It\u302o stochastic differential equation with delay, driven by Brownian motion, whos...
We show via the nonlinear semigroup theory in L1(R) that the 1-D dynamic programming equation associ...
AbstractWe study a Hamilton–Jacobi–Bellman equation related to the optimal control of a stochastic s...
This paper is concerned with an optimal control problem for a forward-backward stochastic differenti...
We state some results on existence and uniqueness for the solution of non linear stochastic PDEs wi...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
AbstractIn this paper, we obtain some results on the existence and uniqueness of solutions to stocha...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typi...
Some results on the existence and uniqueness of solutions for stochastic evolution equations contai...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
AbstractA procedure reported elsewhere for solution of linear and nonlinear, deterministic or stocha...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
This paper is concerned with existence and uniqueness of solution for the the optimal control proble...
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