Pages that link to "Item:Q1044773"
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The following pages link to Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773):
Displayed 6 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)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Approximate controllability of stochastic differential systems driven by a Lévy process (Q2871800) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)