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Continuous Time Stochastic Optimal Control: Lagrange-Chow Redux

https://doi.org/10.2139/ssrn.4049660
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9/9 checkable references clean · checked 2026-08-26

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 9 checked references that resolve
resolves10.1137/S003614290343815X
Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
resolves10.1016/0022-0531(75)90053-8
Growth and optimal intertemporal allocation of risks
resolves10.1016/0165-1889(93)90049-X
Optimal control without solving the Bellman equation
resolves10.1093/acprof:oso/9780195101928.001.0001
Dynamic Economics
resolves10.1007/s00220-004-1149-9
Hochschild- and Cyclic-Homology of LCNT-Spaces
resolves10.1214/10-AAP723
A probabilistic numerical method for fully nonlinear parabolic PDEs
resolves10.1016/S0165-1889(96)00005-X
Chow's method of optimal control: A numerical solution
resolves10.1007/978-3-540-89500-8
Continuous-time Stochastic Control and Optimization with Financial Applications
resolves10.1007/978-1-4612-0821-1
Applied Functional Analysis
The 8 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref5
no DOI — not checkedref9
no DOI — not checkedref11
no DOI — not checkedA Forward-Backward Algorithm For Stochastic Control Problems
no DOI — not checkedref13
no DOI — not checkedDiscrete-Time Probabilistic Approximation of Path Dependent Stochastic Control Problems
no DOI — not checkedref16
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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