Pages that link to "Item:Q3548433"
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The following pages link to A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433):
Displaying 6 items.
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
