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 …

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 …

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 …

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 …

This article gives an overview of the developments in controlled diffusion processes,
emphasizing key results regarding existence of optimal controls and their characterization …

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 …

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 …