Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems

By Shi J.   Wu Z.  

Journal of Optimization Theory and Applications, Vol. 145, Iss. 3, 2010-06 ,pp. : 543-578

Springer Publishing Company

Access to resources Recommend Favorite

Maximum principle for optimal control problems with intermediate constraints

By Dmitruk A.   Kaganovich A.  

Computational Mathematics and Modeling, Vol. 22, Iss. 2, 2011-04 ,pp. : 180-215

Springer Publishing Company

Access to resources Recommend Favorite

Optimal advertising strategies with age-structured goodwill

By Faggian Silvia   Grosset Luca  

Mathematical Methods of Operations Research, Vol. 78, Iss. 2, 2013-10 ,pp. : 259-284

Springer Publishing Company

Access to resources Recommend Favorite

Maximum Principle of Optimal Control of the Primitive Equations of the Ocean With State Constraint

By Medjo T. Tachim  

Numerical Functional Analysis and Optimization, Vol. 29, Iss. 11-12, 2008-11 ,pp. : 1299-1327

Taylor & Francis Ltd

Access to resources Recommend Favorite

Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

By Framstad N. C.   Øksendal B.   Sulem A.  

Journal of Optimization Theory and Applications, Vol. 121, Iss. 1, 2004-04 ,pp. : 77-98

Springer Publishing Company

Access to resources Recommend Favorite