Pages that link to "Item:Q4388941"

The following pages link to Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (Q4388941):

Displaying 50 items.

• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← 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)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• Near optimal control for a class of stochastic hybrid systems (Q710711) (← links)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
• Near optimality of quantized policies in stochastic control under weak continuity conditions (Q892326) (← links)
• A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
• Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system (Q905312) (← links)
• Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
• Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
• Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
• Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems (Q1397025) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality (Q1897462) (← links)
• Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting (Q1988882) (← links)
• Near-optimal stochastic control for radiotherapy treatment in a random cancer model (Q2107640) (← links)
• A stochastic epidemic model with nonmonotone incidence rate: sufficient and necessary conditions for near-optimality (Q2200616) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• Near-optimal control for stochastic recursive problems (Q2430960) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
• Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← links)
• Near-optimal control of a stochastic partial differential equation SEIR epidemic model under economic constraints (Q2681182) (← links)
• Near-optimality conditions in mean-field control models involving continuous and impulse controls (Q2787020) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
• (Q3315421) (← links)
• Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
• Necessary conditions for optimality in relaxed stochastic control problems (Q4799380) (← links)
• General necessary conditions for partially observed optimal stochastic controls (Q4866787) (← links)
• Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
• Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response (Q5024365) (← links)
• Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
• Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
• Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
• (Q5453066) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)