Partially observed nonzero-sum differential game of BSDEs with delay and applications
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Cites work
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
- A partially observed nonzero-sum stochastic differential game with delays and its application to finance
- A type of general forward-backward stochastic differential equations and applications
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
- Maximum principle for the stochastic optimal control problem with delay and application
- Maximum principles for forward-backward stochastic control systems with correlated state and observation noises
- Non-cooperative games
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
- Non-zero sum differential games of backward stochastic differential delay equations under partial information
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
- Optimal control for stochastic delay evolution equations
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
- Optimal variational principle for backward stochastic control systems associated with Lévy processes
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- Second-order necessary conditions for optimal control with recursive utilities
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- Stochastic maximum principle for delayed doubly stochastic control systems and their applications
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- The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps
- Valuing equity-linked death benefits in general exponential Lévy models
Cited in
(11)- Forward-backward stochastic differential equation games with delay and noisy memory
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications
- Non-zero sum differential games of backward stochastic differential delay equations under partial information
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays
- A partially observed nonzero-sum stochastic differential game with delays and its application to finance
- Partially observed nonzero-sum stochastic differential games with \(g\)-expectations
- BSDEs with random default time and related zero-sum stochastic differential games
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