Pages that link to "Item:Q4622808"
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The following pages link to The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808):
Displayed 5 items.
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
