Erratum BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control

AbdulRahman Al-Hussein

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Erratum BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control

机译：无限维mar驱动的勘误BSDE及其在随机最优控制中的应用

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This note is provided to correct the mistakes in our previous work ‘BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control’, Random Oper. Stoch. Equ. 19 (2011), 45–61. The reader is advised to consider changes here when reading that paper.

机译：提供此说明是为了纠正我们先前的工作“由无限维mar驱动的BSDE及其在随机最优控制中的应用”中的错误，Random Oper。斯托克等式19（2011），45-61。建议读者在阅读该文件时考虑此处的更改。

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《Random operators and stochastic equations》 |2011年第3期|共3页
作者
AbdulRahman Al-Hussein;
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正文语种 eng
中图分类随机微分方程;
关键词
Backward stochastic differential equation; martingale; maximum principle;

机译：后向随机微分方程;ing;最大原理;

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专利

1. Erratum BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control [J] . AbdulRahman Al-Hussein Random operators and stochastic equations . 2011,第3期

机译：无限维mar驱动的勘误BSDE及其在随机最优控制中的应用
2. Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications [J] . Abdul Rahman Al-Hussein Stochastics: An International Journal of Probability and Stochastic Processes . 2009,第6期

机译：无穷维mar驱动的倒向随机偏微分方程及其应用
3. BSDES DRIVEN BY MULTIDIMENSIONAL MARTINGALES AND THEIR APPLICATIONS TO MARKETS WITH FUNDING COSTS [J] . Nie T., Rutkowski M. Theory of probability and its applications . 2015,第4期

机译：BSDES由多维Martingales及其应用于资金成本的销量驱动
4. On the relation between partially observed, stochastic optimal control and deterministic infinite dimensional optimal control [C] . Davis, M.H.A., Burstein, . 1992

机译：关于部分观测的随机最优控制与确定性无限维最优控制之间的关系
5. ON SOME INFINITE DIMENSIONAL MARTINGALE PROBLEMS AND RELATED STOCHASTIC EVOLUTION EQUATIONS. [D] . MIZUNO, SHOICHI. 1978

机译：关于一些无限维MAR问题和相关的随机演化方程。
6. Cell population heterogeneity driven by stochastic partition and growth optimality [O] . Jorge Fernandez-de-Cossio-Diaz, Roberto Mulet, Alexei Vazquez -1

机译：随机分配和生长最优性驱动的细胞群体异质性
7. Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications [O] . Al-Hussein, AbdulRahman 2009

机译：无穷维mar驱动的倒向随机偏微分方程及其应用
8. On the Extension of the Davidon-Broyden Class of Rank One, Quasi-Newton Minimization Methods to an Infinite Dimensional Hilbert Space with Applications to Optimal Control Problems [R] . Straeter, T. A. 1971

机译：关于无限维Hilbert空间的Davidon-Broyden秩一阶，拟牛顿最小化方法的推广及其在最优控制问题中的应用

Erratum BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control

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