Pages that link to "Item:Q2706906"
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The following pages link to Some Solvable Stochastic Control Problems With Delay (Q2706906):
Displaying 50 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Stochastic minimax optimal time-delay state feedback control of uncertain quasi-integrable Hamiltonian systems (Q416040) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems (Q551070) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
- A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Optimal investment problem with delay under partial information (Q2197192) (← links)
- Noether symmetries and conserved quantities for fractional Birkhoffian systems with time delay (Q2198822) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Noether symmetries and conserved quantities for Birkhoffian systems with time delay (Q2345731) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Large deviations for stochastic differential equations with general delayed generator (Q2660758) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- De Finetti's control problem with competition (Q2682355) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
