Pages that link to "Item:Q1022953"

The following pages link to Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953):

Displaying 10 items.

• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)