Pages that link to "Item:Q2257512"
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The following pages link to BSDEs with regime switching: weak convergence and applications (Q2257512):
Displayed 11 items.
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Multi-valued backward stochastic differential equations with regime switching (Q2142044) (← links)
- Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
