Pages that link to "Item:Q2296089"

The following pages link to Stochastic global maximum principle for optimization with recursive utilities (Q2296089):

Displaying 25 items.

• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
• A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
• A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
• A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
• Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)