Pages that link to "Item:Q4648585"
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The following pages link to On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (Q4648585):
Displaying 5 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
