[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 …
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 …
hand deals with the study of optimization and equilibrium problems and on the other hand …
Stochastic optimal control in infinite dimension
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 …
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 …
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) …
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 …
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 …
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 …
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 …
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 …
obtained by means of forward and backward infinite-dimensional stochastic evolution …