Pages that link to "Item:Q3077685"
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The following pages link to The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685):
Displayed 4 items.
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)