Pages that link to "Item:Q5653899"
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The following pages link to Necessary Conditions for Continuous Parameter Stochastic Optimization Problems (Q5653899):
Displaying 50 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← 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)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← 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)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- First and second order necessary conditions for stochastic optimal controls (Q501633) (← 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)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← 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)
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
- Maximum principle for stochastic control in continuous time with hard end constraints (Q963663) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- A partially observed control problem for Markov chains (Q1187561) (← links)
- Stochastic convex programming: Kuhn-Tucker conditions (Q1232360) (← links)
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems (Q1312097) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← 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)
- 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)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
- Exponential stabilization of stochastic interval system with time dependent parameters (Q1926963) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Optimal control of diffusions with hard terminal state restrictions (Q1954420) (← links)
