Pages that link to "Item:Q2474727"

The following pages link to A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727):

Displaying 50 items.

• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• On optimal control theory in marine oil spill management: a Markovian decision approach (Q439405) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• The maximum principle for optimal control problems with state constraints by R.V. Gamkrelidze: Revisited (Q637551) (← links)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
• Management of a hydropower system via convex duality (Q1731594) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• Curve following in illiquid markets (Q1932555) (← links)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
• Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Recursive utility optimization with concave coefficients (Q2001553) (← links)
• Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• Stochastic controls and forward-backward SDEs (Q2712237) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
• (Q4732979) (← links)
• Analyzing a Maximum Principle for Finite Horizon State Constrained Problems via Parametric Examples. Part 1: Problems with Unilateral State Constraints (Q4988038) (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
• Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
• The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292) (← links)