Pages that link to "Item:Q5189160"

The following pages link to Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160):

Displaying 44 items.

• Forward-backward evolution equations and applications (Q338661) (← links)
• Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
• Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
• Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
• On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
• Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
• Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
• Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
• An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
• Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
• Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
• Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
• Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)
• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
• Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (Q6099157) (← links)
• \(L^p\)-estimate for linear forward-backward stochastic differential equations (Q6113754) (← links)
• Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
• A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
• On path-dependent multidimensional forward-backward SDEs (Q6164086) (← links)
• Propagation of chaos of forward-backward stochastic differential equations with graphon interactions (Q6166252) (← links)
• Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)
• Solvability of one kind of forward-backward stochastic difference equations (Q6579753) (← links)