Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674): Difference between revisions

@@ Property / cites work @@
+Mean field linear-quadratic control: uniform stabilization and social optimality
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+First and second order necessary conditions for stochastic optimal controls
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control Problems with Control and Initial-Final States Constraints
+Normal rank
@@ Property / cites work @@
+First and second order necessary conditions for stochastic optimal control problems
+Normal rank
@@ Property / cites work @@
+A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
+Normal rank
@@ Property / cites work @@
+A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
+Normal rank
@@ Property / cites work @@
+A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations
+Normal rank
@@ Property / cites work @@
+The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps
+Normal rank
@@ Property / cites work @@
+A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for general controlled systems driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case
+Normal rank
@@ Property / cites work @@
+Second-Order Necessary Conditions for Stochastic Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+The maximum principle for discrete-time control systems and applications to dynamic games
+Normal rank
@@ Property / cites work @@
+A new discrete analogue of Pontryagin's maximum principle
+Normal rank
@@ Property / cites work @@
+On necessary optimality conditions in discrete control systems
+Normal rank
@@ Property / cites work @@
+Q4685995
@@ Property / cites work: Q4685995 / rank @@
+Normal rank
@@ Property / cites work @@
+First- and second-order necessary conditions with respect to components for discrete optimal control problems
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems
+Normal rank
@@ Property / cites work @@
+Maximum principle for discrete-time stochastic optimal control problem and stochastic game
+Normal rank
@@ Property / cites work @@
+Maximum principle for discrete-time stochastic control problem of mean-field type
+Normal rank
@@ Property / cites work @@
+Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
+Normal rank
@@ Property / cites work @@
+Discrete Convex Analysis
@@ Property / cites work: Discrete Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank