Pages that link to "Item:Q1843525"
From MaRDI portal
The following pages link to Existence results for optimal stochastic controls (Q1843525):
Displaying 25 items.
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- On Benes' bang-bang control problem (Q1051343) (← links)
- Control of a partially observed diffusion up to an exit time (Q1088969) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Controlled diffusions with boundary-crossing costs (Q1102632) (← links)
- ``Minimum toll'' control of diffusions (Q1119239) (← links)
- Existence of optimal controls for a partially observed semimartingale (Q1169739) (← links)
- On extremal solutions to stochastic control problems (Q1180333) (← links)
- Existence of an optimal control for stochastic systems governed by Ito equations (Q1246403) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- A topology for Markov controls (Q1824277) (← links)
- A control treatment for a stochastic epidemic model with relapse and Crowly-Martin incidence (Q2047329) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- Parameter sensitivity in stochastic optimal control<sup>∗</sup> (Q3767242) (← links)
- Existence of optimal stochastic controls under partial observation (Q4194857) (← links)
- Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
