Pages that link to "Item:Q5421593"
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The following pages link to Necessary conditions for optimal singular stochastic control problems (Q5421593):
Displaying 5 items.
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
