Pages that link to "Item:Q5524966"
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The following pages link to On the Existence of Optimal Stochastic Controls (Q5524966):
Displaying 5 items.
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Existence results for optimal stochastic controls (Q1843525) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- On the stochastic maximum principle with 'average' constraints (Q2528710) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
