Pages that link to "Item:Q1643394"
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The following pages link to Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394):
Displayed 4 items.
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)