Pages that link to "Item:Q5041366"

The following pages link to A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366):

Displaying 7 items.

• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)