Second-Order Necessary Conditions for Stochastic Optimal Control Problems
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Cites work
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- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
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Cited in
(19)- Second-order necessary conditions for optimal control with recursive utilities
- Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- Second-order necessary optimality conditions in optimal impulsive control problems
- Some results on pointwise second-order necessary conditions for stochastic optimal controls
- Controlled singular evolution equations and Pontryagin type maximum principle with applications
- A general stochastic maximum principle for discrete-time mean-field optimal controls
- First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems
- A survey of second order necessary conditions for stochastic optimal controls
- Necessary conditions for stochastic optimal control problems in infinite dimensions
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions
- The general maximum principle for discrete-time stochastic control problems
- Second-order necessary condition for partially observed stochastic system with random jumps
- Maximum principle for discrete-time stochastic control problem of mean-field type
- Second order necessary conditions for optimal control problems of stochastic evolution equations
- Second order necessary conditions for optimal impulsive control problems
- Second‐order necessary optimality conditions for discrete‐time stochastic systems
- First and second order necessary conditions for stochastic optimal controls
- Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
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