Pages that link to "Item:Q2963509"
From MaRDI portal
The following pages link to Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509):
Displaying 4 items.
- Ergodic maximum principle for stochastic systems (Q2422351) (← links)
- On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
- Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)