Pages that link to "Item:Q1731857"
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The following pages link to Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857):
Displaying 6 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control (Q4911011) (← links)
- (Q5851220) (← links)
- Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)