[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 …
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 …
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 …
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension
We study the optimal control of path-dependent McKean–Vlasov equations valued in Hilbert
spaces motivated by non-Markovian mean-field models driven by stochastic PDEs. We first …
spaces motivated by non-Markovian mean-field models driven by stochastic PDEs. We first …
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space
We prove a comparison result for viscosity solutions of second order parabolic partial
differential equations in the Wasserstein space. The comparison is valid for semisolutions …
differential equations in the Wasserstein space. The comparison is valid for semisolutions …
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 …
Controlled diffusion processes
VS Borkar - 2005 - projecteuclid.org
This article gives an overview of the developments in controlled diffusion processes,
emphasizing key results regarding existence of optimal controls and their characterization …
emphasizing key results regarding existence of optimal controls and their characterization …
Controlled measure-valued martingales: a viscosity solution approach
AMG Cox, S Källblad, M Larsson… - The Annals of Applied …, 2024 - projecteuclid.org
We consider a class of stochastic control problems where the state process is a probability
measure-valued process satisfying an additional martingale condition on its dynamics …
measure-valued process satisfying an additional martingale condition on its dynamics …
[HTML][HTML] Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
We study a stochastic optimal control problem for a partially observed diffusion. By using the
control randomization method in Bandini et al.(2018), we prove a corresponding …
control randomization method in Bandini et al.(2018), we prove a corresponding …