Pages that link to "Item:Q4896784"

The following pages link to Sufficient conditions of optimality for stochastic systems with controllable diffusions (Q4896784):

Displaying 20 items.

• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• A solvable continuous time dynamic principal-agent model (Q900607) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• A solvable dynamic principal-agent model with linear marginal productivity (Q1727153) (← links)
• Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting (Q1988882) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
• On stochastic Riccati equations for the stochastic LQR problem (Q2504510) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
• Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
• (Q4438218) (← links)
• An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)
• A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
• (Q6097286) (← links)