The following pages link to (Q4513324):
Displaying 5 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Necessary conditions for the optimal control of constrained discontinuous nonlinear stochastic systems (Q2567647) (← links)
- (Q3446218) (← links)
