The following pages link to (Q4726159):
Displaying 50 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game (Q466184) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- Adapted solution of a backward stochastic differential equation (Q584199) (← links)
- Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model (Q604676) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Maximum principle for stochastic control in continuous time with hard end constraints (Q963663) (← links)
- Geometric approach to Pontryagin's maximum principle (Q1037633) (← links)
- Direct solutions of Kolmogorov's equations by stochastic flows (Q1124208) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Optimal control of diffusions with hard terminal state restrictions (Q1954420) (← links)
- Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
- New approach to stochastic optimal control (Q2465462) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
