Pages that link to "Item:Q1643396"
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The following pages link to A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396):
Displaying 5 items.
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)