Pages that link to "Item:Q3197740"

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

Displaying 50 items.

• Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
• Maximum principle for stochastic control in continuous time with hard end constraints (Q963663) (← links)
• Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• Differential games of \(N\) players in stochastic systems with controlled diffusion terms (Q1002969) (← links)
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
• General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
• Maximum principle for semilinear stochastic evolution systems (Q1192375) (← links)
• Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Applicable stochastic control: From theory to practice (Q1330528) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
• Optimal control of diffusions (Q1401587) (← links)
• Conditional essential suprema with applications (Q1430534) (← links)
• Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
• Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
• Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces (Q1754664) (← links)
• A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems (Q1793265) (← links)
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
• A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
• Optimal control of diffusions with hard terminal state restrictions (Q1954420) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)