Pages that link to "Item:Q3585332"

The following pages link to Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332):

Displaying 23 items.

• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
• Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
• Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations (Q1718613) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• A criterion for the existence of nondestructive controls in the problem of optimal exploitation of a binary-structured system (Q2071617) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain (Q2949592) (← links)
• (Q3757801) (← links)
• Optimal Control of Stochastic Parametrically and Externally Excited Nonlinear Control Systems (Q3794062) (← links)
• Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
• Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)
• Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493) (← links)