Pages that link to "Item:Q3021251"
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The following pages link to Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251):
Displayed 24 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799) (← links)
- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)