Pages that link to "Item:Q2474727"

The following pages link to A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727):

Displaying 10 items.

• A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
• A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
• Stochastic linear quadratic optimal control problem with terminal state constraints (Q6583412) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)
• The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)