Pages that link to "Item:Q704754"
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The following pages link to Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754):
Displayed 32 items.
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- Counterterror measures and economic growth: a differential game (Q2450621) (← links)
- Optimal control of inequality under uncertainty (Q2452814) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
- A Maximum Principle for Stochastic Control with Partial Information (Q3446967) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (Q4648585) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149) (← links)