Pages that link to "Item:Q963663"
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The following pages link to Maximum principle for stochastic control in continuous time with hard end constraints (Q963663):
Displaying 3 items.
- Optimal control of diffusions with hard terminal state restrictions (Q1954420) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727) (← links)