Optimal control of multifactor uncertain system with jumps
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Cites work
- A no-arbitrage theorem for uncertain stock model
- Almost sure stability for multifactor uncertain differential equation
- scientific article; zbMATH DE number 3490831 (Why is no real title available?)
- Hurwicz model of uncertain linear quadratic optimal control with jump
- Hurwicz model of uncertain optimal control with jump
- Linear quadratic nonzero-sum differential games with random jumps
- Optimal Control of a Multifactor Uncertain System
- Optimal control of uncertain systems with jump under optimistic value criterion
- Optimal investment for insurer with jump-diffusion risk process
- Optimal portfolio selection when stock prices follow an jump-diffusion process
- Optimistic value model of multidimensional uncertain optimal control with jump
- Optimum consumption and portfolio rules in a continuous-time model
- Population growth with randomly distributed jumps
- Stochastic pension fund control in the presence of Poisson jumps
- The stability of multifactor uncertain differential equation
- Uncertain optimal control of linear quadratic models with jump
Cited in
(10)- Worst case control of uncertain jumping systems with multi-state and input delay information
- scientific article; zbMATH DE number 63757 (Why is no real title available?)
- Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty
- Optimal Control of a Multifactor Uncertain System
- Optimal control and non-zero-sum differential game for Hurwicz model considering uncertain dynamic systems with multiple input delays
- Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices
- Optimistic value model of multidimensional uncertain optimal control with jump
- Optimal control of uncertain systems with jump under optimistic value criterion
- Evasion differential games in the space of square summable sequences
- Optimal control and zero-sum game subject to multifactor uncertain random systems with jump
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