scientific article; zbMATH DE number 3577134
From MaRDI portal
Publication:4146655
zbMath0369.93048MaRDI QIDQ4146655
Publication date: 1976
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (40)
A dynamic maximum principle for the optimization of recursive utilities under constraints. ⋮ Stochastic linear quadratic control problem of switching systems with constraints ⋮ Infinite horizon forward-backward stochastic differential equations ⋮ Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. ⋮ Some results on pointwise second-order necessary conditions for stochastic optimal controls ⋮ Backward stochastic differential equations and applications to optimal control ⋮ Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance ⋮ Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions ⋮ Maximum principle of stochastic controlled systems of functional type ⋮ Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional ⋮ The maximum principle for the nonlinear stochastic optimal control problem of switching systems ⋮ Near-maximum principle for general recursive utility optimal control problem ⋮ Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions ⋮ A necessary condition of optimality for uncertain optimal control problem ⋮ A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus ⋮ Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case ⋮ The general relaxed control problem of fully coupled forward-backward doubly system ⋮ A general optimality conditions for stochastic control problems of jump diffusions ⋮ First and second order necessary conditions for stochastic optimal control problems ⋮ Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations ⋮ A second-order stochastic maximum principle for generalized mean-field singular control problem ⋮ Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations ⋮ Pontryagin's maximum principle for optimal control of stochastic SEIR models ⋮ First and second order necessary conditions for stochastic optimal controls ⋮ Stochastic Optimal Control Problems with Control and Initial-Final States Constraints ⋮ A stochastic maximum principle for general controlled systems driven by fractional Brownian motions ⋮ The maximum principle for partially observed optimal control problems of mean-field FBSDEs ⋮ Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching ⋮ Stochastic singular optimal control problem of switching systems with constraints ⋮ Necessary condition for optimality of forward-backward doubly system ⋮ Second-order Taylor expansion for backward doubly stochastic control system ⋮ Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance ⋮ Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints ⋮ Maximum principle for forward-backward doubly stochastic control systems and applications ⋮ A maximum principle for mean-field stochastic control system with noisy observation ⋮ Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint ⋮ A maximum principle for fully coupled stochastic control systems of mean-field type ⋮ Second-Order Necessary Conditions for Stochastic Optimal Control Problems ⋮ The stochastic maximum principle for relaxed control problem with regime-switching ⋮ Stochastic maximum principle for nonlinear optimal control problem of switching systems
This page was built for publication: