Pages that link to "Item:Q1044773"
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The following pages link to Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773):
Displaying 14 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- Stochastic control of drill-heads driven by Lévy processes (Q1737797) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- Approximate controllability of second-order stochastic differential systems driven by a Lévy process (Q2020320) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Inverse optimal control of stochastic systems driven by Lévy processes (Q2280883) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Approximate controllability of stochastic differential systems driven by a Lévy process (Q2871800) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
