Pages that link to "Item:Q976185"
From MaRDI portal
The following pages link to Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185):
Displayed 9 items.
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system (Q905312) (← links)
- On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)