Batch sample-wise stochastic optimal control via stochastic maximum principle (Q7300224)

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Batch sample-wise stochastic optimal control via stochastic maximum principle

scientific article; zbMATH DE number 8227632

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English	Batch sample-wise stochastic optimal control via stochastic maximum principle	scientific article; zbMATH DE number 8227632

Statements

instance of

scholarly article

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title

Batch sample-wise stochastic optimal control via stochastic maximum principle (English)

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Numerical Algebra, Control and Optimization

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publication date

20 July 2026

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MaRDI profile type

MaRDI publication profile

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cites work

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Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work

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Trajectory controllability of Hilfer fractional stochastic pantograph equations with random impulses

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Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations

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Backward stochastic differential equations and applications to optimal control

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A General Stochastic Maximum Principle for Optimal Control Problems

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Q4029028

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Continuous-time stochastic control and optimization with financial applications

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Meshfree approximation for stochastic optimal control problems

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Q4255599

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A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations

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Identifiers

DOI

10.3934/NACO.2026009

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Batch sample-wise stochastic optimal control via stochastic maximum principle