Pages that link to "Item:Q1743531"
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The following pages link to Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531):
Displayed 6 items.
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)