Pages that link to "Item:Q2394354"

The following pages link to A maximum principle for stochastic control systems (Q2394354):

Displaying 24 items.

• On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• The conservation and exploitation of vulnerable resources (Q807497) (← links)
• Principles of minimum in problems of optimal control of random processes (Q1131721) (← links)
• Stochastic maximum principle in the optimal control of water resources systems (Q1250984) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• On the stochastic maximum principle. Fixed time of control (Q2522752) (← links)
• Optimal bounded control with linear stochastic equations and quadratic cost (Q2524281) (← links)
• Optimal control of discrete-time stochastic systems (Q2524282) (← links)
• On the stochastic maximum principle with 'average' constraints (Q2528710) (← links)
• Optimal control of a discrete time stochastic system linear in the state (Q2538329) (← links)
• On stochastic problems: Calculus (Q2541443) (← links)
• A conservative bound on the estimation error covariance matrix in the presence of correlated driving noise and correlated discrete measurement noise (Q2561562) (← links)
• Optimal adaptive control of linear systems with unknown measurement subsystems (Q2562145) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• On a discrete optimal control problem with incomplete information (Q3679088) (← links)
• Optimal measurement control strategies for natural resource systems (Q3779963) (← links)
• Time discretization of a setvalued stochastic dynamic system (Q4351197) (← links)
• Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← links)
• Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
• Modelling and simulation of stochastic systems† (Q5604148) (← links)