Pages that link to "Item:Q3058498"

The following pages link to Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498):

Displayed 50 items.

• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) ‎ (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) ‎ (← links)
• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) ‎ (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) ‎ (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) ‎ (← links)
• Existence of optimal controls for systems driven by FBSDEs (Q539918) ‎ (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) ‎ (← links)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) ‎ (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) ‎ (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) ‎ (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) ‎ (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) ‎ (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) ‎ (← links)
• Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) ‎ (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) ‎ (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) ‎ (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) ‎ (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) ‎ (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) ‎ (← links)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) ‎ (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) ‎ (← links)
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) ‎ (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) ‎ (← links)
• Jiongmin Yong's mathematical works in recent thirty years (Q2001535) ‎ (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) ‎ (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) ‎ (← links)
• Anticipated backward stochastic differential equations with quadratic growth (Q2208474) ‎ (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) ‎ (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) ‎ (← 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)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) ‎ (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) ‎ (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) ‎ (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) ‎ (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) ‎ (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) ‎ (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) ‎ (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) ‎ (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) ‎ (← links)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) ‎ (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) ‎ (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) ‎ (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) ‎ (← links)
• (Q4578239) ‎ (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) ‎ (← links)
• Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) ‎ (← links)
• Equilibrium price formation with a major player and its mean field limit (Q5066570) ‎ (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) ‎ (← links)
• Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) ‎ (← links)