Pages that link to "Item:Q4152456"
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The following pages link to On the Stochastic Maximum Principle (Q4152456):
Displaying 11 items.
- On Benes' bang-bang control problem (Q1051343) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Strategies using an observer for steering a random motion of a point in a multitarget environment (Q1836930) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Optimal locally absolutely continuous change of measure. finite set of decisions. part i (Q3760415) (← links)
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (Q3780869) (← links)
- On the integral representation of functionals of ltd processest (Q3862808) (← links)
- Optimal control for a class of partially observable systems<sup>†</sup> (Q3966030) (← links)
- Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
- Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
- Optimal control of a setvalued stochastic dynamic system (Q4859834) (← links)