Markov processes and linear evolution equations ; stochastic control, differential games, and nonlinear evolution equations ; other topics
The aim of this paper is to initiate a semigroup theory-based approach to characterization of optima...
How to cite Complete issue More information about this article Journal's homepage in redalyc.or...
This book covers systematically and in a simple language the mathematical and physical foundations o...
A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differenti...
International audienceWe provide linear programming (primal and dual) formulations of discounted, in...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonl...
1 Stochastic control problems and the associated Hamilton-Jacobi-Bellman equation 6 1.1 Stochastic C...
The purpose of this report is to introduce the engineer to the area of stochastic differential equat...
A solution method is developed for nonlinear differential equations having the following two propert...
This article gives an overview of the developments in controlled diffusion processes, emphasizing ke...
This article describes a new approach to the problem of nonlinear systems development in terms of si...
to appear in ESAIM: COCVWe consider the stochastic optimal control problem of McKean-Vlasov stochas...
THE AIM of this paper is to initiate a semigroup theory-based approach to characterization of optima...
A careful exposition of the most fundamental questions in the theory of nonlinear Markov processe
The aim of this paper is to initiate a semigroup theory-based approach to characterization of optima...
How to cite Complete issue More information about this article Journal's homepage in redalyc.or...
This book covers systematically and in a simple language the mathematical and physical foundations o...
A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differenti...
International audienceWe provide linear programming (primal and dual) formulations of discounted, in...
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic ...
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonl...
1 Stochastic control problems and the associated Hamilton-Jacobi-Bellman equation 6 1.1 Stochastic C...
The purpose of this report is to introduce the engineer to the area of stochastic differential equat...
A solution method is developed for nonlinear differential equations having the following two propert...
This article gives an overview of the developments in controlled diffusion processes, emphasizing ke...
This article describes a new approach to the problem of nonlinear systems development in terms of si...
to appear in ESAIM: COCVWe consider the stochastic optimal control problem of McKean-Vlasov stochas...
THE AIM of this paper is to initiate a semigroup theory-based approach to characterization of optima...
A careful exposition of the most fundamental questions in the theory of nonlinear Markov processe
The aim of this paper is to initiate a semigroup theory-based approach to characterization of optima...
How to cite Complete issue More information about this article Journal's homepage in redalyc.or...
This book covers systematically and in a simple language the mathematical and physical foundations o...