Pages that link to "Item:Q2441454"
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The following pages link to Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454):
Displaying 15 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← 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)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
- Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← 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)
- Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model (Q4994759) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
