Pages that link to "Item:Q360987"
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The following pages link to The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987):
Displayed 41 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← 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)
- 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)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← 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)
- Optimal control and stabilization for Itô systems with input delay (Q2070026) (← 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)
- Hybrid optimal impulse control (Q2125528) (← links)
- Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
- The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
- Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential (Q2233603) (← 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)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← 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)
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) (← links)
- (Q4578239) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process (Q6066121) (← links)
- Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)