Pages that link to "Item:Q2268069"

The following pages link to Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069):

Displaying 6 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)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
• Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
• Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)