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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 (13 words) - 15:11, 11 December 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 (13 words) - 09:58, 6 October 2023
- Paper \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications 2024-02-05 Paper Stochastic maximum principle for optimal...10 bytes (13 words) - 12:35, 7 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 (13 words) - 13:36, 10 December 2023
- Paper The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions 2008-04-03 Paper Stochastic maximum principle for optimal control...10 bytes (13 words) - 21:24, 11 December 2023
- 2023-05-16 Paper Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled...10 bytes (13 words) - 02:07, 25 September 2023
- Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle 2017-08-24 Paper Maximum Principle of Forward-Backward...10 bytes (13 words) - 23:58, 10 December 2023
- Publication Type Stochastic maximum principle for control systems with time-varying delay 2024-08-21 Paper Stochastic maximum principle for moving average...10 bytes (13 words) - 23:43, 24 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 (13 words) - 10:27, 7 October 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 (14 words) - 00:19, 10 December 2023
- Publication Type A general maximum principle for optimal control of stochastic differential delay systems 2025-01-14 Paper Stackelberg stochastic differential games...10 bytes (13 words) - 21:59, 9 December 2023
- control for controllable stochastic linear systems 2021-03-17 Paper A stochastic maximum principle for partially observed stochastic control systems with delay...10 bytes (13 words) - 11:47, 8 December 2023
- processes 2024-01-05 Paper Stochastic Maximum Principle for a generalized Volterra Control System 2023-12-20 Paper Maximum Principle for Control System driven by...10 bytes (14 words) - 18:20, 6 October 2023
- Paper A General Stochastic Maximum Principle for Optimal Control Problems 1990-01-01 Paper Maximum principle for semilinear stochastic evolution control...10 bytes (15 words) - 17:18, 8 December 2023
- approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle 2024-06-01 Paper Necessary and Sufficient...10 bytes (13 words) - 07:28, 12 December 2023
- forward-backward stochastic differential equations driven by \(G\)-Brownian motion 2021-06-03 Paper Stochastic maximum principle, dynamic programming principle, and...10 bytes (13 words) - 21:34, 10 December 2023
- Trading 2009-06-05 Paper Maximum principle for stochastic differential games with partial information 2009-04-24 Paper A maximum principle approach to risk indifference...10 bytes (16 words) - 13:45, 7 December 2023
- HPMV Filter 2011-06-17 Paper A maximum principle for SDEs of mean-field type 2011-05-25 Paper The stochastic maximum principle in optimal control of degenerate...10 bytes (14 words) - 08:42, 6 October 2023
- multiple-output non-linear stochastic systems 2024-09-05 Paper Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable...10 bytes (13 words) - 05:12, 7 October 2023
- Multidimensional backward stochastic differential equations with rough drifts 2024-12-17 Paper Stochastic maximum principle for square-integrable optimal...10 bytes (13 words) - 16:04, 24 September 2023
