Pages that link to "Item:Q1035875"
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The following pages link to General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875):
Displaying 16 items.
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)