Pages that link to "Item:Q2247914"
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The following pages link to Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914):
Displayed 39 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- A stochastic newsvendor game with dynamic retail prices (Q1716984) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- A robust Kalman-Bucy filtering problem (Q2208574) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Cournot games with limited demand: from multiple equilibria to stochastic equilibrium (Q2301681) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Derivation and application of quantum Hamilton equations of motion (Q2970930) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
- Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems (Q4575949) (← links)
- Singular recursive utility (Q4584681) (← links)
- Effect of the Return Policy in a Continuous-Time Newsvendor Problem (Q4602330) (← links)
- Quantum Hamilton equations for multidimensional systems (Q5053483) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Robustness to Incorrect Priors in Partially Observed Stochastic Control (Q5232210) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)
- Model uncertainty stochastic mean-field control (Q5742383) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)