Pages that link to "Item:Q995846"

The following pages link to Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846):

Displaying 13 items.

• A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
• Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
• On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
• Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)