Pages that link to "Item:Q2377219"
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The following pages link to On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219):
Displaying 14 items.
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- On sufficient and necessary of existence for a class of singular optimal stochastic control (Q1433516) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
- Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (Q4388941) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
