Pages that link to "Item:Q3197740"

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

Displaying 50 items.

• Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
• Stability and stabilization of nonlinear discrete‐time stochastic systems (Q3300459) (← links)
• The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
• (Q3793489) (← links)
• Optimal scanning measurement problem for a stochastic distributed-parameter system (Q3797084) (← links)
• Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
• (Q4207286) (← links)
• Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
• (Q4438218) (← links)
• A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) (← links)
• A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket (Q4558885) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
• LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
• An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
• A Stochastic Optimal Control Model for BCG Immunotherapy in Superficial Bladder Cancer (Q4607585) (← links)
• The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
• Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (Q4643309) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801) (← links)
• (Q4732979) (← links)
• Derivation of optimality conditions for a stochastic control probleim (Q4835281) (← links)
• Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
• Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• A time-changed stochastic control problem and its maximum principle theory (Q5029380) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
• An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
• Quantum Hamilton equations for multidimensional systems (Q5053483) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
• Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
• Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
• Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)