Pages that link to "Item:Q691358"

The following pages link to On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358):

Displaying 10 items.

• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)