Sufficient conditions of optimality for stochastic systems with controllable diffusions

From MaRDI portal
Revision as of 05:44, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4896784

DOI10.1109/9.533678zbMath0857.93099OpenAlexW2027840741MaRDI QIDQ4896784

No author found.

Publication date: 12 March 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.533678




Related Items (20)

Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to financeThe maximum principle for optimal control of BSDEs with locally Lipschitz coefficientsA kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraintUnnamed ItemGlobal maximum principle for the forward-backward stochastic optimal control problem with poisson jumpsA solvable continuous time dynamic principal-agent modelUnnamed ItemA solvable dynamic principal-agent model with linear marginal productivitySufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibitingAn iterative method for solving stochastic Riccati differential equations for the stochastic LQR problemOn stochastic Riccati equations for the stochastic LQR problemRisk-sensitive mean field games via the stochastic maximum principleA maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field typeA concise introduction to control theory for stochastic partial differential equationsWeak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion modelsStochastic controls with terminal contingent conditionsNecessary and sufficient conditions of optimality for optimal control problem with initial and terminal costsThe generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic typeStochastic recursive optimal control problem with obstacle constraint involving diffusion type controlOptimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach







This page was built for publication: Sufficient conditions of optimality for stochastic systems with controllable diffusions