Pages that link to "Item:Q462276"
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The following pages link to Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276):
Displaying 4 items.
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application (Q6583320) (← links)