Pages that link to "Item:Q2408323"

The following pages link to The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (Q2408323):

Displaying 10 items.

• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)