Pages that link to "Item:Q2411489"
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The following pages link to Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489):
Displayed 5 items.
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
