The following pages link to The optimal control of diffusions (Q2639325):
Displaying 28 items.
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Optimal control of measure dynamics (Q907207) (← links)
- Optimal control of observations in the filtering of diffusion processes. I (Q1063571) (← links)
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- New approach to stochastic optimal control (Q2465462) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223) (← links)
- Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
- (Q3342327) (← links)
- Convex Duality Approach to the Optimal Control of Diffusions (Q3469018) (← links)
- (Q3974814) (← links)
- (Q3995082) (← links)
- Some New Results on Sample Path Optimality in Ergodic Control of Diffusions (Q4566873) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- Blackwell Optimality for Controlled Diffusion Processes (Q5321756) (← links)
