Results 281 to 290 of about 1,450,399 (320)

Existence of Optimal Stochastic Control Laws

, 1971
V. Benes
semanticscholar   +1 more source

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

SIAM Journal of Control and Optimization, 2003
Shanjian Tang
semanticscholar   +1 more source

OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH

, 2015
C. Frei, Nicholas Westray
semanticscholar   +1 more source

Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems

International Journal of Control, 2022
Shaolin Ji, Haodong Liu
exaly  

Bifurcation and optimal stochastic control

, 1983
P. Lions
semanticscholar   +1 more source

Optimal Stochastic Control

2022
openaire   +1 more source

On the Existence of Optimal Stochastic Controls

Journal of the Society for Industrial and Applied Mathematics Series A Control, 1965
openaire   +2 more sources

Maximum principle for the stochastic optimal control problem with delay and application

Automatica, 2010
Zhen Wu
exaly  

A General Stochastic Maximum Principle for Optimal Control Problems

SIAM Journal on Control and Optimization, 1990
Shige Peng
exaly  

A general maximum principle for optimal control of forward–backward stochastic systems

Automatica, 2013
Zhen Wu
exaly