3
Research output
21
Citations
2
h-index
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Weighted concepts mined from titles, abstracts and topics of the research output, grouped by field.
Economics, Econometrics and Finance
Decision Sciences
Mathematics
Computer Science
Engineering
Keyphrases
- near-optimal control
- necessary optimality conditions
- Ekeland's variational principle
- mean-variance optimization
- stochastic maximum principle
- non-convex control domain
- sufficient optimality conditions
- Hamiltonian
- stochastic optimal control
- error bounds
- Itô stochastic differential equations
- linear quadratic control
- convex control domain
- mean-field optimal control
- maximum principle
- forward-backward stochastic differential equations
- jump processes
- time-inconsistent control
- recursive utility