Pages that link to "Item:Q1689689"
From MaRDI portal
The following pages link to A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689):
Displaying 4 items.
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- The stochastic maximum principle for a singular control problem (Q4849475) (← links)
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647) (← links)