Pages that link to "Item:Q647642"

The following pages link to Near optimality conditions in stochastic control of jump diffusion processes (Q647642):

Displaying 12 items.

• A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• Near-optimal stochastic control for radiotherapy treatment in a random cancer model (Q2107640) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)