Pages that link to "Item:Q1724140"
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The following pages link to Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140):
Displaying 3 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)