Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451): Difference between revisions

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+Maximum principle for stochastic differential games with partial information
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+Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
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+Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
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+Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
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+Maximum principle for differential games of forward-backward stochastic systems with applications
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+Q5331036
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+A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
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+General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
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+Discrete time LQG controls with control dependent noise
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+Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
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+Discrete-time linear-quadratic dynamic games
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+Discrete Time Pontryagin Maximum Principle Under State-Action-Frequency Constraints
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Discrete-time indefinite LQ control with state and control dependent noises
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+A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
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+A general maximum principle for optimal control of forward-backward stochastic systems
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+Second-Order Necessary Conditions for Stochastic Optimal Control Problems
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+Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
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+A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance
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