The following pages link to (Q5499397):
Displayed 5 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)