The following pages link to Stochastic Differential Utility (Q4006270):
Displaying 24 items.
- Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- Valuation risk revalued (Q6067180) (← links)
- Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
- (Q6097286) (← links)
- On current and future carbon prices in a risky world (Q6106635) (← links)
- Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)
