Pages that link to "Item:Q3427786"
From MaRDI portal
The following pages link to Maximum Principle for Singular Stochastic Control Problems (Q3427786):
Displaying 16 items.
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Controlled singular evolution equations and Pontryagin type maximum principle with applications (Q2089097) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← 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)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
