Pages that link to "Item:Q535333"

The following pages link to Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333):

Displaying 9 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)