Pages that link to "Item:Q360987"

The following pages link to The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987):

Displayed 19 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) ‎ (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) ‎ (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) ‎ (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) ‎ (← links)
• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) ‎ (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) ‎ (← links)
• Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) ‎ (← links)
• An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) ‎ (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) ‎ (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) ‎ (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) ‎ (← links)
• Delayed stochastic linear-quadratic control problem and related applications (Q1760858) ‎ (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) ‎ (← links)
• Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) ‎ (← links)
• Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) ‎ (← links)
• (Q4578239) ‎ (← links)
• Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) ‎ (← links)
• Anticipated BSDEs driven by a single jump process (Q4607793) ‎ (← links)
• Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) ‎ (← links)