scientific article; zbMATH DE number 3490831
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Publication:4073255
zbMATH Open0313.93065MaRDI QIDQ4073255FDOQ4073255
Authors: Raymond W. Rishel Error creating thumbnail:
Publication date: 1975
Title of this publication is not available (Why is that?)
Cited In (15)
- Optimal control of a jump process
- Optimal control of multifactor uncertain system with jumps
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.
- State estimation for partially observed jump processes
- A general optimality conditions for stochastic control problems of jump diffusions
- Decomposable jump decision processes
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach
- Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
- A stochastic maximum principle for systems with jumps, with applications to finance.
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions
- The Output Feedback <scp>H</scp>∞ Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach
- Optimal control of uncertain systems with jump under optimistic value criterion
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps
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