Pages that link to "Item:Q3197740"

The following pages link to A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740):

Displaying 32 items.

• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
• Stochastic maximum principle for discrete time mean‐field optimal control problems (Q6180299) (← links)
• A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
• Mixed leadership stochastic differential game in feedback information pattern with applications (Q6192960) (← links)
• Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
• Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388) (← links)
• A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
• The general maximum principle for discrete-time stochastic control problems (Q6537291) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281) (← links)
• Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
• Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges (Q6582362) (← links)
• A general stochastic maximum principle for discrete-time mean-field optimal controls (Q6583294) (← links)
• A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (Q6583304) (← links)
• On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)
• Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems (Q6599330) (← links)
• A general maximum principle for discrete fractional stochastic control system of mean-field type (Q6607567) (← links)
• Optimal relaxed control for a decoupled \(G\)-FBSDE (Q6614695) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
• The modified MSA, a gradient flow and convergence (Q6620074) (← links)
• Sample average approximation for stochastic programming with equality constraints (Q6622760) (← links)
• Stochastic maximum principle for square-integrable optimal control of linear stochastic systems (Q6632206) (← links)
• Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)
• Optimality conditions for parabolic stochastic optimal control problems with boundary controls (Q6657500) (← links)
• Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401) (← links)
• A general maximum principle for optimal control of stochastic differential delay systems (Q6663103) (← links)
• A maximum principle for discrete delayed stochastic control system driven by fractional noise (Q6667653) (← links)