Pages that link to "Item:Q1314870"
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The following pages link to Lagrange approach to the optimal control of diffusions (Q1314870):
Displaying 12 items.
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- The Lagrange method of optimization with applications to portfolio and investment decisions (Q1350634) (← links)
- Fractional-order Legendre functions and their application to solve fractional optimal control of systems described by integro-differential equations (Q1630566) (← links)
- Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- Optimal steering for an extended class of nonholonomic systems using Lagrange functional (Q2275029) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
- Convex Duality Approach to the Optimal Control of Diffusions (Q3469018) (← links)
- Hamilton’s principle in stochastic mechanics (Q4873402) (← links)
- Solving optimal control problems by means of general Lagrange functionals (Q5935484) (← links)
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (Q5964414) (← links)
- Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493) (← links)
