Pages that link to "Item:Q5467647"

The following pages link to The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647):

Displaying 26 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)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← 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)
• 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)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Optimal controls for stochastic systems with singular noise (Q1820747) (← links)
• The variational maximum principle and second-order optimality conditions for impulse processes and singular processes (Q1897965) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← 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)
• A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← 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)
• The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801) (← links)
• The stochastic maximum principle for a singular control problem (Q4849475) (← links)
• On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)