The following pages link to Li Chen (Q262024):
Displaying 13 items.
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- (Q394477) (redirect page) (← links)
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- (Q545410) (redirect page) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays (Q2982757) (← links)
- (Q3054572) (← links)
- (Q3071962) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem with delayed systems (Q4910995) (← links)
