Pages that link to "Item:Q850370"

The following pages link to A general stochastic maximum principle for singular control problems (Q850370):

Displaying 25 items.

• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← 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)
• Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287) (← 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)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← 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)
• 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)
• Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740) (← links)
• (Q4648875) (← links)
• The stochastic maximum principle for a singular control problem (Q4849475) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)