Pages that link to "Item:Q2999822"

The following pages link to Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations (Q2999822):

Displaying 23 items.

• Stochastic difference equations with the Allee effect (Q325217) (← links)
• Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Gittins' theorem under uncertainty (Q2076662) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
• Tail VaR Measures in a Multi-period Setting (Q4586032) (← links)
• Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
• A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids (Q5047144) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Controllability Metrics on Networks with Linear Decision Process--type Interactions and Multiplicative Noise (Q5298489) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
• Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)