Pages that link to "Item:Q2270604"
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The following pages link to Anticipated backward stochastic differential equations (Q2270604):
Displaying 50 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- Mean field games with a dominating player (Q315770) (← links)
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Comparison theorem for stochastic differential delay equations with jumps (Q645022) (← links)
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- Converse comparison theorems for multidimensional anticipated backward stochastic differential equations (Q826699) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Infinite interval backward stochastic differential equations in the plane (Q1432865) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Order preservation for path-distribution dependent SDEs (Q1660043) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Reflected backward stochastic differential equations with time-delayed generators (Q1743324) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196) (← links)
- Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (Q1986111) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- Anticipated backward stochastic differential equations with left-Lipschitz coefficient (Q2006713) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
- Comparison theorem for distribution-dependent neutral SFDEs (Q2021718) (← links)
- Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients (Q2022312) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
