Pages that link to "Item:Q2480787"
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The following pages link to On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787):
Displayed 11 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
- Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response (Q5024365) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)