Pages that link to "Item:Q2003808"
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The following pages link to Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808):
Displaying 14 items.
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111) (← links)
- Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Explicit solution to delayed forward and backward stochastic differential equations (Q6595619) (← links)
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
- Linear-quadratic mean-field game for stochastic systems with partial observation (Q6659162) (← links)
