Pages that link to "Item:Q3021251"
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The following pages link to Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251):
Displaying 13 items.
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Conjugate duality in stochastic controls with delay (Q5233199) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- A minimum principle for stochastic control of hepatitis C epidemic model (Q6176026) (← links)
