Pages that link to "Item:Q360666"

The following pages link to Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666):

Displaying 20 items.

• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
• Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
• A penalty function-based random search algorithm for optimal control of switched systems with stochastic constraints and its application in automobile test-driving with gear shifts (Q2158886) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
• Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)