Pages that link to "Item:Q2086924"
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The following pages link to Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924):
Displaying 3 items.
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Sensitivity analysis for the optimization of switched dynamical processes with state-dependent switching conditions and its application (Q6175341) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
