Singular optimal control problems with recursive utilities of mean-field type
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Publication:6578418
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Cites work
- scientific article; zbMATH DE number 3955833 (Why is no real title available?)
- scientific article; zbMATH DE number 3797647 (Why is no real title available?)
- A General Stochastic Maximum Principle for Optimal Control Problems
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- A stochastic maximum principle for general mean-field systems
- A variational formula for stochastic controls and some applications
- An Introductory Approach to Duality in Optimal Stochastic Control
- Backward Stochastic Differential Equations in Finance
- First and second order necessary conditions for stochastic optimal control problems
- High Order Necessary Conditions for Optimality
- Mean-field backward stochastic differential equations and related partial differential equations
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
- On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
- Open problems on backward stochastic differential equations
- Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
- Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
- Second-order necessary conditions for optimal control with recursive utilities
- Singular optimal control problems
- Stochastic global maximum principle for optimization with recursive utilities
- The High Order Maximal Principle and Its Application to Singular Extremals
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