Pages that link to "Item:Q2169795"
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The following pages link to The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795):
Displaying 5 items.
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
- Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
- Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain (Q6636455) (← links)
