Pages that link to "Item:Q3192136"
From MaRDI portal
The following pages link to Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q3192136):
Displayed 27 items.
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- Active learning based sampling for high-dimensional nonlinear partial differential equations (Q2683063) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
- Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
- A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems (Q5110218) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)
- \( L^p\) estimations of fully coupled FBSDEs (Q6099690) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- \(L^p\)-estimate for linear forward-backward stochastic differential equations (Q6113754) (← links)