Found 22 Documents (Results 1–22)
System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains. (English) Zbl 1518.35224
Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization. (English) Zbl 1512.65095
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games. (English) Zbl 1521.47103
Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion. (English) Zbl 1489.49019
Reviewer: Andreas Mang (Houston)
Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps. (English) Zbl 1514.65102
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles. (English) Zbl 1393.35120
Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces. (English) Zbl 1394.49023
Reviewer: Aygul Manapova (Ufa)
A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control. (English) Zbl 1331.35192
Reviewer: Ovidiu Cârjă (Iaşi)
Variational inequalities in Hilbert spaces with measures and optimal stopping problems. (English) Zbl 1144.49006
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators. (English) Zbl 1147.60318
MSC:
60H10
The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations. (English) Zbl 1113.60064
Reviewer: Carles Rovira (Barcelona)
Ergodicity for nonlinear stochastic equations in variational formulation. (English) Zbl 1109.35123
Reviewer: Aleksandr D. Borisenko (Kyïv)
Stochastic evolution equations in Hilbert spaces. (English) Zbl 0836.60070
Reviewer: J.Jakubowski (Warszawa)
Stochastic evolution equations driven by nuclear-space-valued martingales. (English) Zbl 0643.60049
Reviewer: R.Curtain
Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary. (English) Zbl 0606.93070
Reviewer: R.Curtain
On nonlinear semigroups for Markov processes associated with optimal stopping. (English) Zbl 0419.93090
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