New approach to stochastic optimal control (Q2465462): Difference between revisions

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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+Q4032143
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+Optimum consumption and portfolio rules in a continuous-time model
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+Conjugate convex functions in optimal stochastic control
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+An Introductory Approach to Duality in Optimal Stochastic Control
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+New approach to stochastic optimal control
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+Optimal feedback control of nonlinear systems
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+New method to characterize subgame perfect Nash equilibria in differential games
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+Characterization of Markovian equilibria in a class of differential games
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+The optimal control of diffusions
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