Pages that link to "Item:Q995846"

The following pages link to Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846):

Displaying 25 items.

• The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
• The maximum principle in optimal control of systems driven by martingale measures (Q527114) (← links)
• A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems (Q1397025) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems (Q1735227) (← links)
• \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• Approximation in optimal control of diffusion processes (Q2722268) (← links)
• Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls (Q2862467) (← links)
• Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality (Q4388941) (← links)
• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• Necessary conditions for optimality in relaxed stochastic control problems (Q4799380) (← links)
• Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
• Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
• On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
• Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
• (Q5453066) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)