Near-optimal control problems for forward-backward regime-switching systems (Q5854386): Difference between revisions

@@ Property / DOI @@
-.1051/cocv/2020016
@@ Property / DOI: 10.1051/cocv/2020016 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1051/cocv/2020016
+Normal rank
@@ Property / OpenAlex ID @@
+W3015720230
@@ Property / OpenAlex ID: W3015720230 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+On the variational principle
@@ Property / cites work: On the variational principle / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
+Normal rank
@@ Property / cites work @@
+Near-optimal control problems for linear forward-backward stochastic systems
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Maximum principle for optimal control problems of forward-backward regime-switching system and applications
+Normal rank
@@ Property / cites work @@
+BSDEs with regime switching: weak convergence and applications
+Normal rank
@@ Property / cites work @@
+A general maximum principle for optimal control of forward-backward stochastic systems
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems
+Normal rank
@@ Property / cites work @@
+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Nearly-optimal asset allocation in hybrid stock investment models.
+Normal rank
@@ Property / cites work @@
+Necessary condition for near optimal control of linear forward–backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Deterministic near-optimal control. I: Necessary and sufficient conditions for near-optimality
+Normal rank
@@ Property / cites work @@
+Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank
@@ Property / DOI @@
+.1051/COCV/2020016
@@ Property / DOI: 10.1051/COCV/2020016 / rank @@
+Normal rank