Pages that link to "Item:Q1723930"

The following pages link to Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930):

Displaying 3 items.

• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)