Pages that link to "Item:Q647642"
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The following pages link to Near optimality conditions in stochastic control of jump diffusion processes (Q647642):
Displaying 31 items.
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises (Q473885) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- Optimal control problem associated with jump processes (Q1885380) (← links)
- Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality (Q1897462) (← links)
- Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165) (← links)
- Near-optimal stochastic control for radiotherapy treatment in a random cancer model (Q2107640) (← links)
- Sufficient epsilon-optimality conditions for jump-diffusion systems (Q2199054) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← 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)
- Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
- Near-optimality conditions in mean-field control models involving continuous and impulse controls (Q2787020) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Calibration of a Jump-Diffusion Process Using Optimal Control (Q2897267) (← links)
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- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model (Q4994759) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Applied stochastic control of jump diffusions (Q5915957) (← links)
- Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps (Q6550292) (← links)
