Pages that link to "Item:Q1393382"
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The following pages link to Conjugate convex functions in optimal stochastic control (Q1393382):
Displayed 50 items.
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- The design of feedback rules in linear stochastic rational expectations models (Q1092784) (← links)
- Credibility and time consistency in a stochastic world (Q1092789) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Growth and optimal intertemporal allocation of risks (Q1603225) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- A solvable dynamic principal-agent model with linear marginal productivity (Q1727153) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Utility maximizing entropy and the second law of thermodynamics. (Q1879820) (← links)
- Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
- Utility maximization with habit formation of interaction (Q1983703) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)