Pages that link to "Item:Q3873075"
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The following pages link to The variational principle and stochastic optimal control (Q3873075):
Displaying 13 items.
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- The variational principle for optimal control of diffusions with partial information (Q1825430) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory<sup>*</sup> (Q3988924) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)