Pages that link to "Item:Q2407985"
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The following pages link to A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985):
Displaying 7 items.
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
