Pages that link to "Item:Q1747758"
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The following pages link to Stochastic control for a class of nonlinear kernels and applications (Q1747758):
Displayed 36 items.
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Weak differentiability of Wiener functionals and occupation times (Q1990962) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
- Governmental incentives for Green bonds investment (Q2155563) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs (Q5034423) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- Contract Theory in a VUCA World (Q5232267) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
- An exit contract optimization problem (Q6186394) (← links)
- Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)