scholarly journals BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions

2019 ◽  
Vol 24 (0) ◽  
Author(s):  
Elena Bandini ◽  
Fulvia Confortola ◽  
Andrea Cosso
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control ◽  
Dynamic Programming Principle ◽  
Control Problems ◽  
Jump Diffusions ◽  
Stochastic Control Problems ◽  
Infinite Dimensional

scholarly journals On a Class of Infinite-Dimensional Singular Stochastic Control Problems

2021 ◽  
Vol 59 (2) ◽  
pp. 1680-1704
Author(s):  
Salvatore Federico ◽  
Giorgio Ferrari ◽  
Frank Riedel ◽  
Michael Röckner
Keyword(s):  
Stochastic Control ◽  
Control Problems ◽  
Singular Stochastic Control ◽  
Stochastic Control Problems ◽  
Infinite Dimensional
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