Pages that link to "Item:Q5653899"
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The following pages link to Necessary Conditions for Continuous Parameter Stochastic Optimization Problems (Q5653899):
Displaying 50 items.
- Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting (Q1988882) (← 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)
- Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← 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)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← 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)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← 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)
- Stabilization in probability and mean square of controlled stochastic dynamical system with state delay (Q2454169) (← links)
- New approach to stochastic optimal control (Q2465462) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method (Q2515274) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- Derivation and application of quantum Hamilton equations of motion (Q2970930) (← links)
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
- A necessary condition for optimality in a problem of stochastic control with discretized observations (Q3325614) (← links)
- Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
- Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
- Parameter sensitivity in stochastic optimal control<sup>∗</sup> (Q3767242) (← links)
- Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083) (← links)
- On the integral representation of functionals of ltd processest (Q3862808) (← links)
- Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
- Adapted solution of a backward semilinear stochastic evolution equation (Q3984216) (← links)
- An algorithm for solving a stochastic control problem (Q4342975) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (Q4643309) (← links)
- Robust optimal control for minimax stochastic linear quadratic problem (Q4803167) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
