The following pages link to (Q3049410):
Displaying 17 items.
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Exponential stabilization of stochastic interval system with time dependent parameters (Q1926963) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600) (← links)
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
- Stabilization in probability and mean square of controlled stochastic dynamical system with state delay (Q2454169) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- The pathwise-determined maximum principle and symmetric integrals (Q6188004) (← links)
