Pages that link to "Item:Q2982790"

The following pages link to A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise (Q2982790):

Displaying 21 items.

• Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
• \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise (Q1640764) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems (Q1793265) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• \(\mathcal{H}_-\) index for continuous-time stochastic systems with Markov jump and multiplicative noise (Q2280683) (← links)
• Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (Q2322365) (← links)
• Stability and stabilization of nonlinear discrete‐time stochastic systems (Q3300459) (← links)
• Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
• Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises (Q6090133) (← links)
• Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
• Stochastic maximum principle for discrete time mean‐field optimal control problems (Q6180299) (← links)