Pages that link to "Item:Q2794008"

The following pages link to A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008):

Displayed 5 items.

• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) ‎ (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) ‎ (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) ‎ (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) ‎ (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) ‎ (← links)