Pages that link to "Item:Q976280"
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The following pages link to Maximum principle for the stochastic optimal control problem with delay and application (Q976280):
Displaying 50 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Optimal control and stabilization for Itô systems with input delay (Q2070026) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
- A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
- Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise (Q2410711) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
