Pages that link to "Item:Q3145061"
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The following pages link to Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061):
Displaying 14 items.
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450) (← links)
- A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
- Stackelberg stochastic differential games in feedback information pattern with applications (Q6657675) (← links)
