Pages that link to "Item:Q4159275"
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The following pages link to An Introductory Approach to Duality in Optimal Stochastic Control (Q4159275):
Displaying 50 items.
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
- Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
- Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Dynamic costs and moral hazard: a duality-based approach (Q337786) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← 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)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Optimal control for one-phase Stefan problem with random emission (Q582567) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
- Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- A minimum principle for stochastic control problems with output feedback (Q1158396) (← links)
- A partially observed control problem for Markov chains (Q1187561) (← links)
- A duality analysis on stochastic partial differential equations (Q1188095) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Backward problems for stochastic differential equations on the Sierpinski gasket (Q1615895) (← links)
- On the Bellman's principle of optimality (Q1619876) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← 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)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
