Pages that link to "Item:Q3021251"
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The following pages link to Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251):
Displaying 50 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- Systems theory and analysis of the implementation of non pharmaceutical policies for the mitigation of the COVID-19 pandemic (Q825251) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
- Optimal investment problem with delay under partial information (Q2197192) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799) (← links)
- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Conjugate duality in stochastic controls with delay (Q5233199) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
