Pages that link to "Item:Q2340989"
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The following pages link to Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989):
Displayed 11 items.
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)