Pages that link to "Item:Q442561"

The following pages link to First and second order necessary conditions for stochastic optimal control problems (Q442561):

Displaying 30 items.

• Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
• On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
• First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Optimality Conditions (in Pontryagin Form) (Q4609608) (← links)
• Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (Q4643309) (← links)
• The difference and unity of irregular LQ control and standard LQ control and its solution (Q4999609) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← 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)
• State feedback control for stochastic regular linear quadratic tracking problem with input time delay (Q6083904) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
• Irregular LQG optimal control problem involving multiplicative noise (Q6161377) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
• On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)