Pages that link to "Item:Q604807"
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The following pages link to A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807):
Displaying 3 items.
- Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
