Pages that link to "Item:Q1798994"
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The following pages link to Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994):
Displaying 7 items.
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
