Pages that link to "Item:Q1393382"
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The following pages link to Conjugate convex functions in optimal stochastic control (Q1393382):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- Stochastic control of individual's health investments (Q260737) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
- Stochastic retarded inclusion with Carathéodory-upper separated multifunctions (Q288318) (← links)
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- A stochastic Fubini theorem: BSDE method (Q523887) (← links)
- On a PDE arising in one-dimensional stochastic control problems (Q607894) (← links)
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
- An equilibrium model of risk and investment (Q786638) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
- A solvable continuous time dynamic principal-agent model (Q900607) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
