Pages that link to "Item:Q2469493"
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The following pages link to A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493):
Displayed 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)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise (Q1673238) (← links)
- The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← 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)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← 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)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)