Pages that link to "Item:Q2347578"
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The following pages link to Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578):
Displayed 2 items.
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)