The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
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- Mean-field-type games
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- Mean field approach to stochastic control with partial information
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- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets
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- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
- A maximum principle for controlled stochastic factor model
- A global stochastic maximum principle for fully coupled forward-backward stochastic systems
- On the quasi-linear reflected backward stochastic partial differential equations
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
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- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems
- Stackelberg stochastic differential game with asymmetric noisy observations
- A high-order numerical method for BSPDEs with applications to mathematical finance
- Extended mean-field control problem with partial observation
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II
- Maximum principle for stochastic recursive optimal control problem under model uncertainty
- A partially observed nonzero-sum stochastic differential game with delays and its application to finance
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems
- LQ control of forward and backward stochastic difference system
- A modified method of successive approximations for stochastic recursive optimal control problems
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls
- Stochastic maximum principle for hybrid optimal control problems under partial observation
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure
- A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters
- Linear quadratic optimal control for time-delay stochastic system with partial information
- The second-order maximum principle for partially observed optimal controls
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps
- Optimal investment with a noisy signal of future stock prices
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- Partially observed mean-field Stackelberg stochastic differential game with two followers
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- Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
- A general maximum principle for partially observed stochastic control problems with singular controls
- Global maximum principle for partially observed risk-sensitive progressive optimal control of fbsde with Poisson jumps
- Partially observable optimal control using exponential cost criterion
- Maximum principles for conditional mean field type control problems under partial and full observation with applications
- Maximum principle of stochastic optimal control problems with model uncertainty
- Backward linear-quadratic mean field social optima with partial information
- Optimality conditions for partial information stochastic control problems driven by Lévy processes
- Fractional backward stochastic partial differential equations with applications to stochastic optimal control of partially observed systems driven by Lévy processes
- Mean-field partial information non-zero sum stochastic differential games
- L^p-estimates, local well-posedness and controllability for linear and semilinear backward SPDEs
- Assimilating partial observation to enhance feedback control of stochastic dynamical systems
- Local discontinuous Galerkin method for nonlinear BSPDEs of Neumann boundary conditions with deep backward dynamic programming time-marching
- Discrete-time approximate stochastic maximum principle
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