Pages that link to "Item:Q2078134"

The following pages link to A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134):

Displaying 4 items.

• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)