[图书][B] Moral luck: philosophical papers 1973-1980

B Williams - 1981 - books.google.com
A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …

[图书][B] Variational analysis and generalized differentiation II: Applications

BS Mordukhovich - 2006 - Springer
Variational analysis has been recognized as a fruitful area in mathematics that on the one
hand deals with the study of optimization and equilibrium problems and on the other hand …

Stochastic optimal control in infinite dimension

G Fabbri, F Gozzi, A Swiech - Probability and Stochastic Modelling …, 2017 - Springer
The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …

[图书][B] Second order partial differential equations in Hilbert spaces

G Da Prato, J Zabczyk - 2002 - books.google.com
Second order linear parabolic and elliptic equations arise frequently in mathematics and
other disciplines. For example parabolic equations are to be found in statistical mechanics …

[图书][B] Second order PDE's in finite and infinite dimension: a probabilistic approach

S Cerrai - 2001 - Springer
We are here concerned with the study of the following class of infinite dimensional Hamilton-
Jacobi-Bellman problems 1\left {∂ y ∂ t (t, x)+ L (t, x)+ L (x, D) y (t, x)-K (Dy (t, x))+ g (x) …

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

M Fuhrman - The Annals of Probability, 2002 - projecteuclid.org
Solutions of semilinear parabolic differential equations in infinite dimensional spaces are
obtained by means of forward and backward infinite dimensional stochastic evolution …

13 Stochastic Optimal Control of Delay Equations Arising in Advertising Models

F Gozzi, S di Roma, C Marinelli - Stochastic Partial Differential …, 2005 - books.google.com
In this chapter we consider a class of stochastic optimal control problems where the state
equation is a stochastic delay differential equations (SDDEs). Such problems arise for …

Algorithmic obstructions in the random number partitioning problem

D Gamarnik, EC Kızıldağ - The Annals of Applied Probability, 2023 - projecteuclid.org
Algorithmic obstructions in the random number partitioning problem Page 1 The Annals of
Applied Probability 2023, Vol. 33, No. 6B, 5497–5563 https://doi.org/10.1214/23-AAP1953 …

[HTML][HTML] BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

P Briand, F Confortola - Stochastic Processes and their Applications, 2008 - Elsevier
This paper is devoted to real valued backward stochastic differential equations (BSDEs for
short) with generators which satisfy a stochastic Lipschitz condition involving BMO …

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces

M Fuhrman, G Tessitore - The Annals of Probability, 2004 - projecteuclid.org
Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are
obtained by means of forward and backward infinite-dimensional stochastic evolution …