Pages that link to "Item:Q3446967"
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The following pages link to A Maximum Principle for Stochastic Control with Partial Information (Q3446967):
Displayed 40 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- A stochastic newsvendor game with dynamic retail prices (Q1716984) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- Cournot games with limited demand: from multiple equilibria to stochastic equilibrium (Q2301681) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- A necessary condition of optimality for uncertain optimal control problem (Q2418597) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- A mean-field stochastic maximum principle via Malliavin calculus (Q3145081) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- Effect of the Return Policy in a Continuous-Time Newsvendor Problem (Q4602330) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
- An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
- Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506) (← links)
- Explicit Representations for Utility Indifference Prices (Q5165000) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) (← links)
- Stochastic filtering under model ambiguity (Q6180475) (← links)