Pages that link to "Item:Q2522752"
From MaRDI portal
The following pages link to On the stochastic maximum principle. Fixed time of control (Q2522752):
Displayed 26 items.
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Minimax control of switching systems under sampling (Q672436) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Principles of minimum in problems of optimal control of random processes (Q1131721) (← links)
- On the adjoint equation of stochastic linear systems with small correlation times (Q1148845) (← links)
- On the stochastic maximum principle in Banach space (Q1211030) (← links)
- Comments on: Optimal adaptive control of linear systems with unknown measurement subsystems (Q1218810) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Strategies using an observer for steering a random motion of a point in a multitarget environment (Q1836930) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Optimal control of Markov processes with incomplete state information (Q2521737) (← links)
- On stochastic problems: Calculus (Q2541443) (← links)
- Duality and a priori estimates in Markovian optimization problems (Q2541466) (← links)
- On the stochastic maximum principle (Q2559203) (← links)
- Optimal adaptive control of linear systems with unknown measurement subsystems (Q2562145) (← links)
- Adjoint processes in stochastic optimal control problems (Q3323825) (← links)
- Optimal control of jump-linear gaussian systems† (Q3708679) (← links)
- Some remarks about open-loop control in stochastic quasilinear systems (Q3757802) (← links)
- An algebraic proof of the maximum principle (Q4078646) (← links)
- Optimal control of a setvalued stochastic dynamic system (Q4859834) (← links)
- On the Control of Stochastic Systems (Q5584302) (← links)
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) (Q5656595) (← links)