Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces. | 0 | 0.34 | 2014 |
Stochastic maximum principle for optimal control of SPDEs | 4 | 1.83 | 2013 |
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton-Jacobi-Bellman Equations | 4 | 0.83 | 2010 |
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces | 5 | 0.84 | 2009 |
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces | 2 | 0.61 | 2008 |
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth | 3 | 0.85 | 2006 |
On the Backward Stochastic Riccati Equation in Infinite Dimensions | 6 | 1.28 | 2005 |
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations | 4 | 1.43 | 2004 |
Null controllability of an infinite dimensional SDE with state- and control-dependent noise | 7 | 5.55 | 2001 |