Pages that link to "Item:Q938583"
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The following pages link to A variational formula for stochastic controls and some applications (Q938583):
Displayed 5 items.
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)