Pages that link to "Item:Q4840912"
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The following pages link to The second order minimum principle and adjoint process (Q4840912):
Displayed 10 items.
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223) (← links)
- A mean-field stochastic maximum principle via Malliavin calculus (Q3145081) (← links)
- Robust optimal control for minimax stochastic linear quadratic problem (Q4803167) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
- Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (Q5265925) (← links)