Pages that link to "Item:Q2203039"
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The following pages link to The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039):
Displaying 6 items.
- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Robust risk‐sensitive control (Q6193183) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
