Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Pathwise Stochastic Control Problems and Stochastic HJB Equations

3 references·2 citing·22 second hop

FromToDepth

this work references cited by second hop

References

1987Compactification methods in the control of degenerate diffusions: existence of an optimal control231 cited
2001Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I107 cited
2001Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II53 cited

Cited by

2009Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients23 cited
2016Stochastic control with rough paths21 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work