Pages that link to "Item:Q3197740"

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

Displaying 50 items.

• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
• Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
• Stochastic maximum principle under probability distortion (Q2041031) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation (Q2091304) (← links)
• Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
• Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
• A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
• Stochastic optimal control -- a concise introduction (Q2097682) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• Robust optimal control of deterministic information epidemics with noisy transition rates (Q2156186) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• On first order mean field game systems with a common noise (Q2170377) (← links)
• Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case (Q2200493) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
• Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games (Q2235433) (← links)
• A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations (Q2238986) (← links)
• Non-equivalence of stochastic optimal control problems with open and closed loop controls (Q2242892) (← links)
• Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle (Q2259593) (← links)
• Linear quadratic Pareto game of the stochastic systems in infinite horizon (Q2275331) (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← 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)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)