Pages that link to "Item:Q2430960"
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The following pages link to Near-optimal control for stochastic recursive problems (Q2430960):
Displaying 12 items.
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system (Q905312) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)