A general optimality conditions for stochastic control problems of jump diffusions (Q434355): Difference between revisions

@@ Property / cites work @@
+Q3049410
@@ Property / cites work: Q3049410 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
+Normal rank
@@ Property / cites work @@
+Q3341248
@@ Property / cites work: Q3341248 / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+Optimal Control of Jump Processes
@@ Property / cites work: Optimal Control of Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for systems with jumps, with applications to finance.
+Normal rank
@@ Property / cites work @@
+Optimal control of a jump process
@@ Property / cites work: Optimal control of a jump process / rank @@
+Normal rank
@@ Property / cites work @@
+Compactification methods in the control of degenerate diffusions: existence of an optimal control
+Normal rank
@@ Property / cites work @@
+The optimal control of diffusions
@@ Property / cites work: The optimal control of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+The second order minimum principle and adjoint process
+Normal rank
@@ Property / cites work @@
+Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
+Normal rank
@@ Property / cites work @@
+Q4146655
@@ Property / cites work: Q4146655 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726159
@@ Property / cites work: Q4726159 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4251566
@@ Property / cites work: Q4251566 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Q4073255
@@ Property / cites work: Q4073255 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank