Pages that link to "Item:Q1938232"

The following pages link to A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232):

Displaying 5 items.

• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)