Pages that link to "Item:Q827656"

The following pages link to On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656):

Displaying 3 items.

• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)