Pages that link to "Item:Q4799380"
From MaRDI portal
The following pages link to Necessary conditions for optimality in relaxed stochastic control problems (Q4799380):
Displaying 11 items.
- On optimal control problem for backward stochastic doubly systems (Q469981) (← links)
- Necessary conditions for adverse control problems expressed by relaxed derivatives (Q505631) (← links)
- The maximum principle in optimal control of systems driven by martingale measures (Q527114) (← links)
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
- Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls (Q2862467) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
