Pages that link to "Item:Q450796"
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The following pages link to Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796):
Displayed 6 items.
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
