Pages that link to "Item:Q5421593"
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The following pages link to Necessary conditions for optimal singular stochastic control problems (Q5421593):
Displaying 16 items.
- A second-order maximum principle for singular optimal stochastic controls (Q618964) (← links)
- Necessary condition for a strong relative minimum for singular optimal control (Q927242) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- On sufficient and necessary of existence for a class of singular optimal stochastic control (Q1433516) (← links)
- Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← 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)
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
- (Q3315421) (← links)
- New necessary conditions for optimality of singular controls in optimal control problems (Q4017533) (← links)
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
