Pages that link to "Item:Q2862467"
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The following pages link to Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (Q2862467):
Displaying 11 items.
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control (Q401343) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces (Q1754664) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
- Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision (Q4560602) (← links)
- Large Sample Mean-Field Stochastic Optimization (Q5097396) (← links)
- Erratum: Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (Q5346498) (← links)
