Pages that link to "Item:Q2086924"

The following pages link to Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924):

Displayed 2 items.

• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) ‎ (← links)
• Sensitivity analysis for the optimization of switched dynamical processes with state-dependent switching conditions and its application (Q6175341) ‎ (← links)