Pages that link to "Item:Q5320738"
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The following pages link to Partial Information Linear Quadratic Control for Jump Diffusions (Q5320738):
Displayed 24 items.
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- Pricing of claims in discrete time with partial information (Q2441467) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)