Pages that link to "Item:Q4364130"

The following pages link to The maximum principle for optimal control of diffusions with non-smooth coefficients (Q4364130):

Displaying 10 items.

• A stochastic maximum principle with dissipativity conditions (Q255511) (← 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)
• Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• A Stochastic Optimal Control Model for BCG Immunotherapy in Superficial Bladder Cancer (Q4607585) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)