Pages that link to "Item:Q483928"

The following pages link to A stochastic control problem with delay arising in a pension fund model (Q483928):

Displaying 33 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
• Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• On an infinite dimensional linear-quadratic problem with fixed endpoints: the continuity question (Q2018395) (← links)
• Optimal control for uncertain discrete-time singular systems under expected value criterion (Q2052935) (← links)
• Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Parameter estimation in uncertain delay differential equations via the method of moments (Q2152710) (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)