Pages that link to "Item:Q2407985"

The following pages link to A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985):

Displayed 4 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)