Pages that link to "Item:Q2574593"
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The following pages link to BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593):
Displaying 50 items.
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- On a class of backward doubly stochastic differential equations (Q546054) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
- Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Perturbed backward stochastic differential equations (Q1933858) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- On a class of backward stochastic Volterra integral equations (Q2339358) (← links)
- Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
