Pages that link to "Item:Q413924"

The following pages link to Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924):

Displaying 14 items.

• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← 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)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• (Q4578239) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)