Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719): Difference between revisions

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+Sufficient Conditions in Optimal Control Theory
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+Conjugate convex functions in optimal stochastic control
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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+Q3996259
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