Pages that link to "Item:Q4999541"
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The following pages link to Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541):
Displaying 9 items.
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- Controllability of a Stokes system with a diffusive boundary condition (Q5041368) (← links)
- General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595) (← links)
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
