Pages that link to "Item:Q5095532"
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The following pages link to Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532):
Displaying 7 items.
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
- Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
- Stochastic maximum principle for discrete time mean‐field optimal control problems (Q6180299) (← links)
- The general maximum principle for discrete-time stochastic control problems (Q6537291) (← links)
- A general stochastic maximum principle for discrete-time mean-field optimal controls (Q6583294) (← links)
- Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711) (← links)
