Pages that link to "Item:Q3077685"

The following pages link to The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685):

Displaying 6 items.

• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• A maximum principle for SDEs of mean-field type (Q538473) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)
• Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions (Q4566980) (← links)
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)