Pages that link to "Item:Q490631"

The following pages link to A general maximum principle for optimal control of forward-backward stochastic systems (Q490631):

Displayed 50 items.

• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) ‎ (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) ‎ (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) ‎ (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) ‎ (← links)
• Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (Q1660826) ‎ (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) ‎ (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) ‎ (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) ‎ (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) ‎ (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) ‎ (← links)
• The \(H_{\infty}\) control for bilinear systems with Poisson jumps (Q1718816) ‎ (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) ‎ (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) ‎ (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) ‎ (← links)
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) ‎ (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) ‎ (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) ‎ (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) ‎ (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) ‎ (← links)
• Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) ‎ (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) ‎ (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) ‎ (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) ‎ (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) ‎ (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) ‎ (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) ‎ (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) ‎ (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) ‎ (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) ‎ (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) ‎ (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) ‎ (← links)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) ‎ (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) ‎ (← links)
• Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961) ‎ (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) ‎ (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) ‎ (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) ‎ (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) ‎ (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) ‎ (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) ‎ (← links)
• The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) ‎ (← links)
• Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) ‎ (← links)
• A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) ‎ (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) ‎ (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) ‎ (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) ‎ (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) ‎ (← links)
• Control of time-varying systems based on forward Riccati formulation in hybrid functions domain (Q6076591) ‎ (← 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)