Pages that link to "Item:Q5502188"

The following pages link to Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint (Q5502188):

Displaying 20 items.

• Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
• First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• The difference and unity of irregular LQ control and standard LQ control and its solution (Q4999609) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
• A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• Irregular LQG optimal control problem involving multiplicative noise (Q6161377) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
• On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
• A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)