Pages that link to "Item:Q1941256"

The following pages link to A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256):

Displaying 43 items.

• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
• \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
• Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
• Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
• A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
• Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
• Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
• Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• A kind of non-zero sum mixed differential game of backward stochastic differential equation (Q2144044) (← links)
• Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump (Q2219858) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
• Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
• Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
• An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Backward Stochastic H₂/H_∞Control with Random Jumps (Q2930823) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
• An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
• One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) (← links)
• Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)