The following pages link to (Q4146655):
Displaying 40 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations (Q1718613) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600) (← links)
- Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
- A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)
- Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance (Q2813970) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
- Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (Q4643309) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
- Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
- Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
- Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint (Q5502188) (← links)
- Stochastic singular optimal control problem of switching systems with constraints (Q5964473) (← links)
