Pages that link to "Item:Q4731120"
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The following pages link to The Partially Observed Stochastic Minimum Principle (Q4731120):
Displayed 17 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Control of partially observed diffusions (Q1321122) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- A mean-field stochastic maximum principle via Malliavin calculus (Q3145081) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)