On the Existence of Optimal Controls
From MaRDI portal
Recommendations
- The existence of optimal controls
- scientific article; zbMATH DE number 3437927
- scientific article; zbMATH DE number 4173748
- ON EXISTENCE AND UNIQUENESS OF OPTIMAL CONTROLS
- On the existence of optimal solutions to an optimal control problem
- scientific article; zbMATH DE number 4208916
- scientific article; zbMATH DE number 57927
- On the existence for a class of optimal control problems
- Existence of an optimal control problem
- scientific article; zbMATH DE number 1380405
Cited in
(85)- Mixed control problem under partial observation
- Applicable stochastic control: From theory to practice
- Computational aspects in applied stochastic control
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
- Dynamic programming approach to principal-agent problems
- Existence of optimal controls via continuous dependence on parameters
- Submodular mean field games: existence and approximation of solutions
- Control and optimal stopping mean field games: a linear programming approach
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- The stochastic maximum principle for relaxed control problem with regime-switching
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
- Optimal feedback control of stock prices under credit risk dynamics
- Stochastic optimal control in infinite dimensions with state constraints
- Understanding the dual formulation for the hedging of path-dependent options with price impact
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Optimal stopping with random maturity under nonlinear expectations
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- On the convergence of closed-loop Nash equilibria to the mean field game limit
- State-constrained stochastic optimal control problems via reachability approach
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
- Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
- Weakly coercive problems in nonlinear stochastic control: existence of optimal controls
- scientific article; zbMATH DE number 4181267 (Why is no real title available?)
- STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD
- Existence of an optimal control for stochastic control systems with nonlinear cost functional
- scientific article; zbMATH DE number 3954798 (Why is no real title available?)
- Existence Theory for a Stochastic Bolza Problem
- scientific article; zbMATH DE number 13605 (Why is no real title available?)
- scientific article; zbMATH DE number 1254181 (Why is no real title available?)
- Outperforming the market portfolio with a given probability
- Mean field games with singular controls
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Existence of singular optimal control laws for stochastic differential equations
- Existence of optimal nonanticipating controls in piecewise deterministic control problems
- The Lagrange approach to ergodic control of diffusions with cost constraints
- Optimal incentive strategy in a continuous time inverse Stackelberg game
- Path-dependent Hamilton-Jacobi equations with super-quadratic growth in the gradient and the vanishing viscosity method
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
- Large Sample Mean-Field Stochastic Optimization
- Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
- Limit theory for controlled McKean-Vlasov dynamics
- Necessary conditions for optimal singular stochastic control problems
- Almost sure properties of controlled diffusions and worst case properties of deterministic systems
- On the Existence of Optimal Policies in Stochastic Control
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
- Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls
- Existence of Optimal Control for Nonlinear Fokker–Planck Equations in \(\boldsymbol{L^1(\mathbb{R}^d)}\).
- Closed-loop convergence for mean field games with common noise
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
- Principal-agent problem with multiple principals
- Superposition and mimicking theorems for conditional McKean-Vlasov equations
- On the value function of weakly coercive problems in nonlinear stochastic control
- Mean viability theorems and second-order Hamilton-Jacobi equations
- Optimal arbitrage under model uncertainty
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result
- Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
- An entropy penalized approach for stochastic control problems
- Mean field games with common noise via Malliavin calculus
- Control of conditional processes and Fleming-Viot dynamics
- Mean-field control for diffusion aggregation equation with Coulomb interaction
- Stopping times of boundaries: relaxation and continuity
- Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs
- Existence of optimal controls for stochastic Volterra equations
- Controlled superprocesses and HJB equation in the space of finite measures
- Coarse correlated equilibria for continuous time mean field games in open loop strategies
- On the existence of optimal controls for reflected McKean-Vlasov stochastic differential equations
- A stochastic maximum principle for relaxed control with general risk measure and its application in finance
- Randomisation with moral hazard: a path to existence of optimal contracts
- A general characterization of the mean field limit for stochastic differential games
- On the existence of an optimal control for a stochastic optimization problem with constraints
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs
- Existence of an optimal control with sparse jumps in the state variable
- On the existence of optimal solutions in a stochastic control model
- Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems
- A production-inventory problem with price-sensitive demand
- On the existence of optimal solutions to an optimal control problem
- A converse Lyapunov theorem for almost sure stabilizability
- Zubov's method for controlled diffusions with state constraints
- Martingale approach to stochastic differential games of control and stopping
- Approximation and optimality necessary conditions in relaxed stochastic control problems
- Existence of optimal controls for singular control problems with state constraints
This page was built for publication: On the Existence of Optimal Controls
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3196895)
