Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations

被引:0
|
作者
Qiu, Jinniao [1 ]
机构
[1] Department of Mathematics & Statistics, University of Calgary, 2500 University Drive NW, Calgary,AB,T2N 1N4, Canada
来源
arXiv | 2020年
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
Stochastic systems
引用
收藏
相关论文
共 50 条
  • [1] Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
    Qiu, Jinniao
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 154 : 1 - 25
  • [2] Path-dependent Hamilton-Jacobi equations in infinite dimensions
    Bayraktar, Erhan
    Keller, Christian
    [J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2018, 275 (08) : 2096 - 2161
  • [3] Path-Dependent Hamilton-Jacobi Equations: The Minimax Solutions Revised
    Gomoyunov, Mikhail I.
    Lukoyanov, Nikolai Yu.
    Plaksin, Anton R.
    [J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2021, 84 (SUPPL 1): : S1087 - S1117
  • [4] Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations
    Gomoyunov, M. I.
    Plaksin, A. R.
    [J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2023, 285 (11)
  • [5] Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations
    Gomoyunov, Mikhail I.
    Plaksin, Anton R.
    [J]. arXiv, 2022,
  • [6] On the support of solutions to stochastic differential equations with path-dependent coefficients
    Cont, Rama
    Kalinin, Alexander
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (05) : 2639 - 2674
  • [7] Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems
    Ji, Shaolin
    Wang, Lin
    Yang, Shuzhen
    [J]. OPTIMAL CONTROL APPLICATIONS & METHODS, 2015, 36 (01): : 109 - 120
  • [8] Path-Dependent Hamilton–Jacobi Equations: The Minimax Solutions Revised
    Mikhail I. Gomoyunov
    Nikolai Yu. Lukoyanov
    Anton R. Plaksin
    [J]. Applied Mathematics & Optimization, 2021, 84 : 1087 - 1117
  • [10] Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton-Jacobi Equations
    Qiu, Jinniao
    Yang, Yang
    [J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2024, 30