Brief history of optimal control theory and some recent developments (Q5225285): Difference between revisions

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+Q4742672
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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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+The Pricing of Options and Corporate Liabilities
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+Q5614983
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+The robust maximum principle. Theory and applications.
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+The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
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+The European option with hereditary price structures
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+A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
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+Sufficient stochastic maximum principle in a regime-switching diffusion model
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+Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints
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+Controlled Markov processes and viscosity solutions
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+On the stochastic maximum principle. Fixed time of control
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Q4031731
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+Q4255599
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