Pages that link to "Item:Q1022953"

The following pages link to Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953):

Displaying 14 items.

• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
• (Q4513324) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)