Pages that link to "Item:Q255511"
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The following pages link to A stochastic maximum principle with dissipativity conditions (Q255511):
Displaying 4 items.
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)