Pages that link to "Item:Q4210180"
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The following pages link to The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations (Q4210180):
Displayed 29 items.
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- A Maximum Principle for Stochastic Control with Partial Information (Q3446967) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems (Q5022791) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems II (Q5088074) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
- A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300) (← links)
- Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)