Pages that link to "Item:Q3162598"

The following pages link to Optimal Control under Stochastic Target Constraints (Q3162598):

Displaying 21 items.

• Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
• Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
• Portfolio insurance under a risk-measure constraint (Q654812) (← links)
• A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
• Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)
• Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space (Q6105325) (← links)
• A stochastic target problem for branching diffusion processes (Q6123265) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)