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Some remarks on stochastic optimal controls
2 references·0 citing·7 second hop
Some remarks on stochastic optimal controls (1976)Some remarks on stochastic optimal contro…Control of a Solution of a Stochastic Integral Equation (1972)Control of a Solution of a St…STOCHASTIC INTEGRALS AND DIFFERENTIALS (1969)STOCHASTIC INTEGRALS AND DIFF…On Itô’s Stochastic Integral Equations (1969)On a Non-Linear Semi-Group Attached to Stochastic Optimal Control (1976)On the Hamilton-Jacobi-Bellman equations (1983)Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (2015)Some applications of stochastic calculus to partial differential equations (1983)Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (1999)Conditional Exponential Moments for Iterated Wiener Integrals (1999)
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References

  • 1969STOCHASTIC INTEGRALS AND DIFFERENTIALS103 cited
  • 1972Control of a Solution of a Stochastic Integral Equation78 cited

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