Pages that link to "Item:Q2377219"
From MaRDI portal
The following pages link to On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219):
Displaying 10 items.
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961) (← links)