Pages that link to "Item:Q358622"
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The following pages link to Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622):
Displaying 15 items.
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
- Discrete subdiffusion equations with memory (Q2234332) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- Stochastic controls of fractional Brownian motion (Q6123178) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)
- A general maximum principle for discrete fractional stochastic control system of mean-field type (Q6607567) (← links)
- A maximum principle for discrete delayed stochastic control system driven by fractional noise (Q6667653) (← links)
