Pages that link to "Item:Q4159275"

The following pages link to An Introductory Approach to Duality in Optimal Stochastic Control (Q4159275):

Displaying 50 items.

• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Convex integral functionals of regular processes (Q1747792) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
• Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
• A novel algorithm of stochastic chance-constrained linear programming and its application (Q1954467) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
• Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
• Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
• A kind of non-zero sum mixed differential game of backward stochastic differential equation (Q2144044) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• A risk-sensitive maximum principle (Q2277229) (← links)
• Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
• Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600) (← links)
• Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
• The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
• A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
• On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
• A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)
• Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture (Q2421444) (← links)
• New approach to stochastic optimal control (Q2465462) (← links)
• Robust dynamics and control of a partially observed Markov chain (Q2480783) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)