Pages that link to "Item:Q3797083"
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The following pages link to Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083):
Displaying 12 items.
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory (Q4029141) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)