Pages that link to "Item:Q1853443"

The following pages link to A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443):

Displaying 15 items.

• Convergence of numerical solutions to stochastic age-structured system of three species (Q426923) (← links)
• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
• Curve following in illiquid markets (Q1932555) (← links)
• Optimal control of stochastic system with fractional Brownian motion (Q2092027) (← links)
• Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)