The following pages link to (Q3341248):
Displayed 14 items.
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
- Sensors and controllers location in distributed systems - A survey (Q761399) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- Linear-quadratic stochastic differential games for distributed parameter systems (Q1088935) (← links)
- Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
- Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
- Random evolution equations in hydrology (Q5899799) (← links)
- Random evolution equations in hydrology (Q5899916) (← links)