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 …

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 …

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 …

Solutions of semilinear parabolic differential equations in infinite dimensional spaces are
obtained by means of forward and backward infinite dimensional stochastic evolution …

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 Page 1 The Annals of
Applied Probability 2023, Vol. 33, No. 6B, 5497–5563 https://doi.org/10.1214/23-AAP1953 …

Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are
obtained by means of forward and backward infinite-dimensional stochastic evolution …

We are concerned with the optimal control of a nonlinear stochastic heat equation on a
bounded real interval with Neumann boundary conditions. The specificity here is that both …

We derive the algebraic Riccati equation associated with the infinite dimensional linear
quadratic stochastic optimal control problem on an infinite horizon, for stochastic control …

In this article a notion of viscosity solutions is introduced for second-order path-dependent
Hamilton–Jacobi–Bellman (PHJB) equations associated with optimal control problems for …