Pages that link to "Item:Q2514637"
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The following pages link to Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637):
Displayed 6 items.
- Nonzero-sum impulse games with regime switching (Q2081783) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Minimizing almost smooth control variation in nonlinear optimal control problems (Q2190300) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)