Pages that link to "Item:Q256324"
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The following pages link to Stochastic recursive optimal control problem with time delay and applications (Q256324):
Displaying 4 items.
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)