The following pages link to (Q3041845):
Displaying 9 items.
- On the theory of necessary optimality conditions in discrete systems (Q318656) (← links)
- First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function (Q369617) (← links)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality (Q1897462) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
