Pages that link to "Item:Q434355"

The following pages link to A general optimality conditions for stochastic control problems of jump diffusions (Q434355):

Displaying 18 items.

• The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460) (← links)
• The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
• On optimal control problem for backward stochastic doubly systems (Q469981) (← links)
• Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises (Q473885) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
• Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
• Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165) (← links)
• Sufficient epsilon-optimality conditions for jump-diffusion systems (Q2199054) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
• Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls (Q2862467) (← links)
• (Q3451137) (← links)