Pages that link to "Item:Q2720036"

The following pages link to Maximum principle for the optimal control problem of a fully coupled stochastic system with state constraints (Q2720036):

Displaying 6 items.

• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727) (← links)