Pages that link to "Item:Q2128538"
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The following pages link to A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538):
Displaying 3 items.
- Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
- Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
- A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (Q6163386) (← links)