3
Productions
21
Citations
2
Indice h
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Concepts pondérés extraits des titres, résumés et thématiques des productions, groupés par domaine.
Economics, Econometrics and Finance
Decision Sciences
Mathematics
Computer Science
Engineering
Expressions clés
- near-optimal control
- necessary optimality conditions
- Ekeland's variational principle
- mean-variance optimization
- stochastic maximum principle
- non-convex control domain
- sufficient optimality conditions
- Hamiltonian
- mean-field optimal control
- maximum principle
- forward-backward stochastic differential equations
- jump processes
- time-inconsistent control
- recursive utility
- stochastic optimal control
- error bounds
- Itô stochastic differential equations
- linear quadratic control
- convex control domain