Pages that link to "Item:Q618964"

The following pages link to A second-order maximum principle for singular optimal stochastic controls (Q618964):

Displaying 18 items.

• Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
• First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
• Conditional essential suprema with applications (Q1430534) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
• Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint (Q5502188) (← links)
• Stochastic singular optimal control problem of switching systems with constraints (Q5964473) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
• On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
• A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)