Pages that link to "Item:Q3197740"

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

Displaying 50 items.

• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
• Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
• Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
• Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575) (← links)
• (Q5202137) (← links)
• Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516) (← links)
• Brief history of optimal control theory and some recent developments (Q5225285) (← links)
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (Q5265925) (← links)
• Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (Q5346494) (← links)
• Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)
• Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
• Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864) (← links)
• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint (Q5502188) (← links)
• The mean squared loss control problem for a partially observed Markov chain (Q5742538) (← links)
• A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
• A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
• Stochastic singular optimal control problem of switching systems with constraints (Q5964473) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Optimal dynamic regulation of carbon emissions market (Q6054446) (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
• A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• The maximum principle for stochastic control problem with jumps in progressive structure (Q6086128) (← links)
• (Q6097286) (← links)
• A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
• A stochastic maximum principle approach for reinforcement learning with parameterized environment (Q6105091) (← links)
• Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
• Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
• A minimum principle for stochastic optimal control problem with interval cost function (Q6155516) (← links)