Pages that link to "Item:Q1005288"
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The following pages link to Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288):
Displaying 28 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- The Output Feedback <i><scp>H</scp></i><sub>∞</sub> Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Learning equilibrium mean‐variance strategy (Q6187369) (← links)
