Pages that link to "Item:Q6071815"
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The following pages link to Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815):
Displaying 5 items.
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694) (← links)
- Nonconvex optimal control problems for semi-linear neutral integro-differential systems with infinite delay (Q6667431) (← links)