Pages that link to "Item:Q2444215"

The following pages link to The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215):

Displaying 3 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)