Pages that link to "Item:Q999836"
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The following pages link to The relaxed general maximum principle for singular optimal control of diffusions (Q999836):
Displaying 6 items.
- The maximum principle in optimal control of systems driven by martingale measures (Q527114) (← links)
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- Approximation in optimal control of diffusion processes (Q2722268) (← links)
- The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)