Pages that link to "Item:Q1996147"
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The following pages link to A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147):
Displaying 12 items.
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion (Q2263235) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Stochastic maximum principle for stochastic differential equations driven by fractional Brownian motion with jumps (Q3180610) (← links)
- Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions (Q5241056) (← links)
- Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)
