Pages that link to "Item:Q1941256"
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The following pages link to A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256):
Displayed 13 items.
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
