Near optimality conditions in stochastic control of jump diffusion processes
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- scientific article; zbMATH DE number 6506943
Cites work
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
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- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
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- The variational principle and stochastic optimal control
Cited in
(33)- Optimization of stochastic jump diffusion systems nonlinear in the control
- Near-maximum principle for general recursive utility optimal control problem
- Optimal control problem associated with jump processes
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- Necessary and sufficient conditions for near-optimality of stochastic delay systems
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- Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
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- A stochastic maximum principle in mean-field optimal control problems for jump diffusions
- Maximum principle for near-optimality of stochastic delay control problem
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- scientific article; zbMATH DE number 6506943 (Why is no real title available?)
- On necessary and sufficient conditions for near-optimal singular stochastic controls
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- Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions
- Optimality conditions by means of the generalized HJB equation
- Near-optimal control of stochastic recursive systems via viscosity solution
- Near-optimal stochastic control for radiotherapy treatment in a random cancer model
- Sufficient epsilon-optimality conditions for jump-diffusion systems
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- scientific article; zbMATH DE number 3923820 (Why is no real title available?)
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