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- the stochastic maximum principle and the dynamic programming in singular control of jump diffusions 2014-04-09 Paper A stochastic maximum principle in mean-field...10 bytes (16 words) - 16:11, 11 December 2023
- the stochastic maximum principle and the dynamic programming in singular control of jump diffusions 2014-04-09 Paper A stochastic maximum principle in mean-field...10 bytes (16 words) - 01:15, 11 December 2023
- 2007-05-29 Paper A general stochastic maximum principle for singular control problems 2006-11-03 Paper The stochastic maximum principle in optimal control of...10 bytes (16 words) - 22:24, 11 December 2023
- Paper Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty 2020-05-26 Paper Stochastic global maximum principle for...10 bytes (17 words) - 22:34, 10 December 2023
- Date of Publication Type Stochastic controls of fractional Brownian motion 2024-03-04 Paper \(G\)-stochastic maximum principle for risk-sensitive control...10 bytes (16 words) - 13:35, 7 October 2023
- Paper The stochastic maximum principle in singular optimal control with recursive utilities 2018-12-20 Paper A Global Stochastic Maximum Principle for Fully...10 bytes (16 words) - 03:07, 25 September 2023
- 2021-01-21 Paper Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays 2017-05-16 Paper Stochastic maximum principle for controlled...10 bytes (17 words) - 01:19, 10 December 2023
- conditions 2019-02-08 Paper Stochastic maximum principle for SPDEs with delay 2017-06-22 Paper Necessary stochastic maximum principle for dissipative systems...10 bytes (16 words) - 14:45, 6 October 2023
- mean-field forward-backward stochastic differential equations and stochastic maximum principle 2019-02-14 Paper A Stochastic Maximum Principle for Delayed Mean-Field...10 bytes (16 words) - 20:00, 24 September 2023
- horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle 2022-07-15 Paper Infinite horizon stochastic maximum principle...10 bytes (16 words) - 01:15, 25 September 2023
- Type The relaxed stochastic maximum principle in singular optimal control of jump diffusions 2024-01-16 Paper Existence of relaxed stochastic optimal control...10 bytes (18 words) - 09:23, 25 September 2023
- of Publication Type Ergodic maximum principle for stochastic systems 2019-06-19 Paper Necessary stochastic maximum principle for dissipative systems on...10 bytes (16 words) - 11:27, 7 October 2023
- Approximations for Stochastic Recursive Optimal Control Problems 2022-09-29 Paper Solving stochastic optimal control problem via stochastic maximum principle with deep...10 bytes (16 words) - 10:58, 6 October 2023
- Paper A maximum principle for discrete-time stochastic optimal control problemE20 with delay 2023-11-14 Paper The maximum principle for stochastic control...10 bytes (16 words) - 14:36, 10 December 2023
- impulsive perturbations 2018-08-15 Paper A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward...10 bytes (17 words) - 06:36, 7 October 2023
- Paper The deterministic maximum principle for differential systems with a general cost functional 2017-10-04 Paper Maximum principle for forward–backward...10 bytes (16 words) - 14:23, 6 October 2023
- reinsurance problem for an insurer with stochastic volatility 2018-11-07 Paper A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion...10 bytes (16 words) - 10:15, 7 October 2023
- problem of stochastic differential equations with delay and partial information 2021-12-14 Paper A global maximum principle for stochastic optimal control...10 bytes (17 words) - 22:59, 9 December 2023
- infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients 2014-10-07 Paper Stochastic differential games...10 bytes (18 words) - 01:18, 10 December 2023
- McKean–Vlasov stochastic systems: Maximum principle approach 2023-12-21 Paper Pointwise second-order necessary conditions for stochastic optimal control...10 bytes (16 words) - 12:50, 7 October 2023
