Pages that link to "Item:Q1684177"
From MaRDI portal
The following pages link to Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177):
Displaying 6 items.
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
