Optimal Continuous-Parameter Stochastic Control

Cited in

(34)

Computational and approximate methods of optimal control
On the saddle-point solution of a class of stochastic differential games
On the optimal control of stochastic systems with an exponential-of- integral performance index
Comparison between optimal costs for relaxed and non-relaxed control problems with jumps
On the stochastic maximum principle in Banach space
Computation of optimal controls for a nonlinear stochastic third-order system
Optimal control of diffusion processes with reflection
Stochastic control of system with unobserved jump parameter process
Stochastic pursuit-evasion games
Concepts and methods for discrete and continuous time control under uncertainty
A global maximum principle for stochastic optimal control problems with delay and applications
A cooperative stochastic differential game of transboundary industrial pollution
Dynamically consistent cooperative solution in a differential game of transboundary industrial pollution
Subgame-consistent cooperative solutions in randomly furcating stochastic differential games
Robust dynamics and control of a partially observed Markov chain
Subgame consistent solutions of a cooperative stochastic differential game with nontransferable payoffs
Stochastic differential games
Teoremi d'esistenza per problemi di controllo ottimo retti da equazioni ellittiche o paraboliche
Time-optimal control in the presence of Poisson impulse noise
A partial history of the early development of continuous-time nonlinear stochastic systems theory
On a Continuously Discounted Vector Valued Markov Decision Process
An Approximation technique for small noise open-loop control problems
Problemes de temps d’arret optimal et inequations variationnelles paraboliques
A stochastic minimum principle
TECHNICAL NOTE: NONTRANSFERABLE INDIVIDUAL PAYOFFS IN COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES
SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON
SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES
Optimal control for one-phase Stefan problem with random emission
Decomposable jump decision processes
Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays
Uncertain differential game with risk-averse players
Uncertain pursuit-evasion game
On continuous-time discounted stochastic dynamic programming
Dynamic games in management science with interest rate uncertainty

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