Pages that link to "Item:Q938583"

The following pages link to A variational formula for stochastic controls and some applications (Q938583):

Displaying 25 items.

• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
• First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
• A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
• A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
• Potential differential games (Q1649017) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• Stochastic differential games: the potential approach (Q5086529) (← links)
• On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
• Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
• Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
• Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
• First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
• The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)