Pages that link to "Item:Q2937877"
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The following pages link to Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877):
Displayed 10 items.
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance (Q2813970) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- Guaranteed Cost Stabilization of Cellular Neural Networks with Time‐Varying Delay (Q5416878) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)