Pages that link to "Item:Q527114"
From MaRDI portal
The following pages link to The maximum principle in optimal control of systems driven by martingale measures (Q527114):
Displaying 5 items.
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- (Q3332908) (← links)
- (Q3982499) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)