Pages that link to "Item:Q4364130"
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The following pages link to The maximum principle for optimal control of diffusions with non-smooth coefficients (Q4364130):
Displaying 14 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937) (← links)
- (Q4438218) (← links)
- A Stochastic Optimal Control Model for BCG Immunotherapy in Superficial Bladder Cancer (Q4607585) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
