Pages that link to "Item:Q6089862"
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The following pages link to Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862):
Displaying 4 items.
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Robust risk‐sensitive control (Q6193183) (← links)
