Pages that link to "Item:Q3103970"
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The following pages link to Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970):
Displaying 10 items.
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
