Pages that link to "Item:Q2481788"

The following pages link to The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788):

Displaying 6 items.

• On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
• A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
• Portfolio optimization under entropic risk management (Q839733) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)