Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897): Difference between revisions

@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4344073
@@ Property / cites work: Q4344073 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Stochastic controls with terminal contingent conditions
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Control of Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
+Normal rank
@@ Property / cites work @@
+Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system
+Normal rank
@@ Property / cites work @@
+A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
+Normal rank
@@ Property / cites work @@
+A partial information non-zero sum differential game of backward stochastic differential equations with applications
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with time delayed generators -- results and counterexamples
+Normal rank
@@ Property / cites work @@
+Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
+Normal rank
@@ Property / cites work @@
+Optimal control problem of backward stochastic differential delay equation under partial information
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
+Normal rank