Pages that link to "Item:Q458360"
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The following pages link to An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360):
Displaying 4 items.
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
