Pages that link to "Item:Q1643394"

The following pages link to Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394):

Displaying 8 items.

• The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• Simplified single-time stochastic maximum principle (Q3091634) (← links)
• Multi-time state mean-variance model in continuous time (Q5016146) (← links)
• Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
• A minimum principle for stochastic optimal control problem with interval cost function (Q6155516) (← links)