Pages that link to "Item:Q5453571"

The following pages link to The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571):

Displaying 19 items.

• 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)
• A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• Solution examples of an impulse control problem (Q2349654) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• Impulse control problem with switching technology (Q4648599) (← links)
• The stochastic maximum principle for a singular control problem (Q4849475) (← links)
• Large Sample Mean-Field Stochastic Optimization (Q5097396) (← links)
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)