Pages that link to "Item:Q848401"

The following pages link to Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401):

Displaying 15 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• 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)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)