Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920): Difference between revisions

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+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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+Q4794152
@@ Property / cites work: Q4794152 / rank @@
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+The optimal control of diffusions
@@ Property / cites work: The optimal control of diffusions / rank @@
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@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Backward stochastic differential equations and applications to optimal control
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+https://doi.org/10.1023/a:1022636332265
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+W278441094
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+Publication:1273920