Pages that link to "Item:Q1633566"

The following pages link to The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566):

Displaying 8 items.

• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• A general stochastic maximum principle for singular control problems (Q850370) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694) (← links)