Pages that link to "Item:Q3103219"
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The following pages link to Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219):
Displayed 5 items.
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← 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)