Pages that link to "Item:Q3986626"

The following pages link to A unified treatment of maximum principle and dynamic programming in stochastic controls (Q3986626):

Displaying 25 items.

• A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems (Q819036) (← links)
• Remarks on optimal controls of stochastic partial differential equations (Q1175511) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
• Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) (← links)
• Characterization of optimality for controlled diffusion processes (Q1391336) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• On stochastic Riccati equations for the stochastic LQR problem (Q2504510) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
• Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
• Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• (Q5702475) (← links)
• Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
• (Q6097286) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
• Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596) (← links)
• The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)