Pages that link to "Item:Q360987"

The following pages link to The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987):

Displaying 41 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
• An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
• Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• Optimal control and stabilization for Itô systems with input delay (Q2070026) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential (Q2233603) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) (← links)
• (Q4578239) (← links)
• Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
• Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process (Q6066121) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)