Petr Veverka
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Person:464721
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Ergodic maximum principle for stochastic systems Applied Mathematics and Optimization | 2019-06-19 | Paper |
| Necessary stochastic maximum principle for dissipative systems on infinite time horizon ESAIM: Control, Optimisation and Calculus of Variations | 2017-02-14 | Paper |
| Sufficient stochastic maximum principle for discounted control problem Applied Mathematics and Optimization | 2015-01-14 | Paper |
| On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. Applications of Mathematics | 2014-10-29 | Paper |
| On necessary and sufficient conditions for near-optimal singular stochastic controls Optimization Letters | 2013-06-28 | Paper |
| On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem Differential Equations and Dynamical Systems | 2012-11-30 | Paper |
Research outcomes over time
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