Existence of Optimal Stochastic Control Laws
From MaRDI portal
Publication:5625050
DOI10.1137/0309034zbMath0219.93029OpenAlexW2094649962MaRDI QIDQ5625050
Publication date: 1971
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0309034
Related Items
Setwise convergence of solution measures of stochastic differential equations, Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency, A partial history of the early development of continuous-time nonlinear stochastic systems theory, BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game, The probabilistic structure of controlled diffusion processes, Unnamed Item, Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation, Sequential systems of reflected backward stochastic differential equations with application to impulse control, Kim and Omberg revisited: the duality approach, Beneš condition for a discontinuous exponential martingale, On the existence of optimal partially observed controls, Zero-sum path-dependent stochastic differential games in weak formulation, Optimal consumption choices for a `large' investor, Mean-field risk sensitive control and zero-sum games for Markov chains, Mean–field moral hazard for optimal energy demand response management, Encounters with Martingales in Stochastic Control, Dynamic programming approach to principal-agent problems, Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems, Flows for singular stochastic differential equations with unbounded drifts, Continuous-time incentives in hierarchies, Reflected BSDEs with random default time and related mixed optimal stopping-control problems, Control: a perspective, Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games, Martingale approach to stochastic differential games of control and stopping, Quantifying ambiguity bounds via time-consistent sets of indistinguishable models, Optimal control of semi-Markov processes with a backward stochastic differential equations approach, Generalized Neyman-Pearson lemma via convex duality., On the existence of solutions to stochastic differential equations on Loeb spaces, Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion, BSDEs with random default time and related zero-sum stochastic differential games, Anticipated backward stochastic differential equations, Optimal control of diffusion processes with reflection, Existence of an optimal control for stochastic systems governed by Ito equations, Stochastic systems in Riemannian manifolds, Existence of optimal stochastic controls under partial observation, A topology for Markov controls, Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts, Nonlinear semigroups and a characterization of the value process in stochastic control, Existence results for optimal stochastic controls
