On backward stochastic evolution equations in Hilbert spaces and optimal control

By Nazim Idrisoglu Mahmudov, Mark A. McKibben. 2007

59 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/e8adb6b9a854835be44f2c7ab7e56a01c70b8e4e

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In Computational Theory and Mathematics

1. Qi Lu
2. Xu Zhang

In Control and Systems Engineering

1. Qi Lu
2. Xu Zhang
3. Xiaoyu Fu
4. Enrique Zuazua
5. Jean-Michel Coron
6. Xu Liu

In Finance

1. Qi Lu
2. Xu Zhang

Citations in the corpus

• General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (2012, background): “[1, 13, 19, 20]) to obtain the well-posedness of the equation (1.”