The maximum principle for stochastic differential systems with general cost functional (Q254612): Difference between revisions

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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Controlled Markov processes and viscosity solutions
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+Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Dynamic programming principle for stochastic recursive optimal control problem with delayed systems
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+A quasi-sure approach to the control of non-Markovian stochastic differential equations
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