Pages that link to "Item:Q4849475"

The following pages link to The stochastic maximum principle for a singular control problem (Q4849475):

Displaying 42 items.

• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• A second-order maximum principle for singular optimal stochastic controls (Q618964) (← links)
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• A general stochastic maximum principle for singular control problems (Q850370) (← 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)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Convex integral functionals of regular processes (Q1747792) (← links)
• A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• The general maximum principle for stochastic control problems with singular controls (Q2676620) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
• Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
• Stochastic control and principal eigenvaluet^† (Q3320263) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• (Q4648875) (← links)
• Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
• On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)