Pages that link to "Item:Q2873847"

The following pages link to Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes (Q2873847):

Displaying 17 items.

• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
• LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)