Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q33644395, #quickstatements; #temporary_batch_1723898920960
 
(3 intermediate revisions by 3 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2611076405 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1705.04299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic maximum principle for the optimization of recursive utilities under constraints. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\) estimates for fully coupled FBSDEs with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential games for fully coupled FBSDEs with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations and related partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with time delayed generators -- results and counterexamples / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipated backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipative backward stochastic differential equations driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for the stochastic optimal control problem with delay and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Infinite Horizon Delay Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward linear quadratic stochastic optimal control problem with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for stochastic optimal control with terminal state constraints, and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized Neyman-Pearson Lemma for \(g\)-probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic linear quadratic control problem of switching systems with constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q33644395 / rank
 
Normal rank

Latest revision as of 14:51, 17 August 2024

scientific article
Language Label Description Also known as
English
Maximum principle for a stochastic delayed system involving terminal state constraints
scientific article

    Statements

    Maximum principle for a stochastic delayed system involving terminal state constraints (English)
    0 references
    0 references
    0 references
    12 May 2017
    0 references
    0 references
    stochastic differential delayed equation
    0 references
    state constraints
    0 references
    maximum principle
    0 references
    0 references
    0 references
    0 references
    0 references