Pages that link to "Item:Q254612"

The following pages link to The maximum principle for stochastic differential systems with general cost functional (Q254612):

Displaying 10 items.

• Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
• Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
• Simplified single-time stochastic maximum principle (Q3091634) (← links)
• (Q3148340) (← links)
• Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
• (Q4894812) (← links)
• Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
• The connection between discrete and continuous state constrained optimal control systems (Q5165310) (← links)
• Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)
• The deterministic maximum principle for differential systems with a general cost functional (Q5364300) (← links)