Pages that link to "Item:Q2522752"
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The following pages link to On the stochastic maximum principle. Fixed time of control (Q2522752):
Displaying 44 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Minimax control of switching systems under sampling (Q672436) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Principles of minimum in problems of optimal control of random processes (Q1131721) (← links)
- On the adjoint equation of stochastic linear systems with small correlation times (Q1148845) (← links)
- On the stochastic maximum principle in Banach space (Q1211030) (← links)
- Comments on: Optimal adaptive control of linear systems with unknown measurement subsystems (Q1218810) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Strategies using an observer for steering a random motion of a point in a multitarget environment (Q1836930) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
- Optimal control of Markov processes with incomplete state information (Q2521737) (← links)
- On stochastic problems: Calculus (Q2541443) (← links)
- Duality and a priori estimates in Markovian optimization problems (Q2541466) (← links)
- On the stochastic maximum principle (Q2559203) (← links)
- Optimal adaptive control of linear systems with unknown measurement subsystems (Q2562145) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
- Adjoint processes in stochastic optimal control problems (Q3323825) (← links)
- Optimal control of jump-linear gaussian systems† (Q3708679) (← links)
- Some remarks about open-loop control in stochastic quasilinear systems (Q3757802) (← links)
- An algebraic proof of the maximum principle (Q4078646) (← links)
- Optimal control of a setvalued stochastic dynamic system (Q4859834) (← links)
- Brief history of optimal control theory and some recent developments (Q5225285) (← links)
- On the Control of Stochastic Systems (Q5584302) (← links)
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) (Q5656595) (← links)
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560) (← links)
- Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
- Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388) (← links)
