Pages that link to "Item:Q3300845"

The following pages link to The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845):

Displaying 20 items.

• A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps (Q902325) (← links)
• A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
• Stochastic maximum principle of forward-backward stochastic pantograph systems with random jumps (Q2992802) (← links)
• (Q4732979) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
• The maximum principle for stochastic control problem with jumps in progressive structure (Q6086128) (← links)
• A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
• Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (Q6583304) (← links)