Near optimality conditions in stochastic control of jump diffusion processes
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- scientific article; zbMATH DE number 6506943
Cites work
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Cited in
(34)- Near-optimal stochastic control for radiotherapy treatment in a random cancer model
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
- Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model
- Calibration of a Jump-Diffusion Process Using Optimal Control
- Necessary and sufficient conditions for near-optimality of stochastic delay systems
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- scientific article; zbMATH DE number 6506943 (Why is no real title available?)
- A general optimality conditions for stochastic control problems of jump diffusions
- Optimality conditions by means of the generalized HJB equation
- A necessary condition for the optimal approximating control in a stochastic capital accumulation system with Poisson jumps
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- Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps
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