Pages that link to "Item:Q3192136"
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The following pages link to Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q3192136):
Displayed 6 items.
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)