Pages that link to "Item:Q462276"
From MaRDI portal
The following pages link to Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276):
Displayed 3 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)