Pages that link to "Item:Q3197740"

The following pages link to A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740):

Displaying 50 items.

• The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
• A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044) (← links)
• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
• Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
• On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
• Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098) (← links)
• Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
• Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• First and second order necessary conditions for stochastic optimal controls (Q501633) (← links)
• A stochastic maximum principle for general mean-field systems (Q520349) (← links)
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
• Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
• A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
• Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
• Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
• A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Investment and consumption without commitment (Q841650) (← links)
• Homeomorphism of solutions to backward SDEs and applications (Q869104) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)