Pages that link to "Item:Q2366091"

The following pages link to Backward stochastic differential equations and applications to optimal control (Q2366091):

Displaying 50 items.

• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
• Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
• Forward-backward systems for expected utility maximization (Q401458) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
• A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
• Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
• Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
• On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
• Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
• Approximate controllability of backward stochastic evolution equations in Hilbert spaces (Q852719) (← links)
• Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
• Homeomorphism of solutions to backward SDEs and applications (Q869104) (← links)
• On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation (Q885730) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
• Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
• Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
• Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
• Backward stochastic differential equation with random measures (Q1582568) (← links)
• Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)