Pages that link to "Item:Q2356691"
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The following pages link to Maximum principles for jump diffusion processes with infinite horizon (Q2356691):
Displaying 13 items.
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (Q1660826) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
