Maximum principle for near-optimality of stochastic delay control problem (Q1628658): Difference between revisions

@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+A Delayed Black and Scholes Formula
@@ Property / cites work: A Delayed Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Some Solvable Stochastic Control Problems With Delay
+Normal rank
@@ Property / cites work @@
+Dynamic programming in stochastic control of systems with delay
+Normal rank
@@ Property / cites work @@
+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Infinite Horizon Delay Equations
+Normal rank
@@ Property / cites work @@
+Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Maximum principle for the stochastic optimal control problem with delay and application
+Normal rank
@@ Property / cites work @@
+The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
+Normal rank
@@ Property / cites work @@
+Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
+Normal rank
@@ Property / cites work @@
+A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications
+Normal rank
@@ Property / cites work @@
+Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
+Normal rank
@@ Property / cites work @@
+On the variational principle
@@ Property / cites work: On the variational principle / rank @@
+Normal rank
@@ Property / cites work @@
+Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
+Normal rank
@@ Property / cites work @@
+Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach
+Normal rank
@@ Property / cites work @@
+Near optimality conditions in stochastic control of jump diffusion processes
+Normal rank
@@ Property / cites work @@
+On necessary and sufficient conditions for near-optimal singular stochastic controls
+Normal rank
@@ Property / cites work @@
+Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
+Normal rank
@@ Property / cites work @@
+On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
+Normal rank
@@ Property / cites work @@
+A revisit to stochastic near-optimal controls: the critical case
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
+Normal rank
@@ Property / cites work @@
+Near-optimal control problems for linear forward-backward stochastic systems
+Normal rank
@@ Property / cites work @@
+On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
+Normal rank
@@ Property / cites work @@
+On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.
+Normal rank
@@ Property / cites work @@
+Necessary condition for near optimal control of linear forward–backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3996569
@@ Property / cites work: Q3996569 / rank @@
+Normal rank