Pages that link to "Item:Q2096949"

The following pages link to Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949):

Displaying 2 items.

• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)