Near optimality conditions in stochastic control of jump diffusion processes (Q647642): Difference between revisions

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+Applied stochastic control of jump diffusions
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+A Maximum Principle for Stochastic Control with Partial Information
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+Optimal Control of Jump Processes
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+Optimal control of a jump process
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+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+Backward stochastic differential equations and integral-partial differential equations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
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+Nonconvex minimization problems
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+Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
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+Necessary conditions for optimality for a diffusion with a non-smooth drift
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+The variational principle and stochastic optimal control
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+Optimality necessary conditions in singular stochastic control problems with nonsmooth data
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+On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
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+The maximum principle for optimal control of diffusions with non-smooth coefficients
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+Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
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+Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
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+Q4000274
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