The following pages link to (Q4742672):
Displaying 29 items.
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
- Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
- Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
- INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
- Brief history of optimal control theory and some recent developments (Q5225285) (← links)
- Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
- Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
- Optimal control for controllable stochastic linear systems (Q5854391) (← links)
- (Q5868988) (← links)
- Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (Q6099157) (← links)
- Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596) (← links)
- Stochastic maximum principle for square-integrable optimal control of linear stochastic systems (Q6632206) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
