Pages that link to "Item:Q2400451"

The following pages link to Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451):

Displaying 10 items.

• A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• Distributed optimal control of nonlinear time-delay system subject to delayed measurements and communication disruptions (Q2235619) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Adaptive numerical approach for optimal control of a single train (Q2320618) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)