Pages that link to "Item:Q1584635"

The following pages link to Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635):

Displaying 5 items.

• Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• Optimal insurance in a continuous-time model (Q2507608) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)