Pages that link to "Item:Q4716929"
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The following pages link to Deterministic Near-Optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach (Q4716929):
Displaying 16 items.
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting (Q1988882) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← 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)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- The connection between discrete and continuous state constrained optimal control systems (Q5165310) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
