Pages that link to "Item:Q3197740"

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

Displaying 50 items.

• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• Optimal life schedule with stochastic growth in age-size structured models: theory and an application (Q2349716) (← links)
• Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset (Q2351707) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
• Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
• Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
• A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)
• Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture (Q2421444) (← links)
• Ergodic maximum principle for stochastic systems (Q2422351) (← links)
• Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
• Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality (Q2442549) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• New approach to stochastic optimal control (Q2465462) (← links)
• A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• A backward SDE method for uncertainty quantification in deep learning (Q2676245) (← links)
• The general maximum principle for stochastic control problems with singular controls (Q2676620) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
• A stochastic linear-quadratic differential game with time-inconsistency (Q2697160) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift (Q2796008) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• Linear quadratic regulation for discrete-time systems with state delays and multiplicative noise (Q2994222) (← links)
• The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
• Simplified single-time stochastic maximum principle (Q3091634) (← links)