Pages that link to "Item:Q2808056"
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The following pages link to Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056):
Displaying 5 items.
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- Stability of coupled jump diffusions and applications (Q6140098) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)