Pages that link to "Item:Q4442957"
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The following pages link to Multidimensional Backward Stochastic Riccati Equations and Applications (Q4442957):
Displayed 37 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← links)
- Analysis of criteria for long-run average in the problem of stochastic linear regulator (Q507103) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- Long term average cost control problems without ergodicity (Q2171038) (← links)
- A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)