Pages that link to "Item:Q2753213"
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The following pages link to Linear-Quadratic Control of Backward Stochastic Differential Equations (Q2753213):
Displaying 50 items.
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems (Q500292) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
- A kind of non-zero sum mixed differential game of backward stochastic differential equation (Q2144044) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
- Mean field game for linear-quadratic stochastic recursive systems (Q2278541) (← links)
- Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
- Solving linear and quadratic random matrix differential equations: a mean square approach (Q2293794) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Multiplicative stochastic systems: optimization and analysis (Q2358837) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)
- Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
