Pages that link to "Item:Q4253013"
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The following pages link to Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013):
Displaying 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- Forward-backward evolution equations and applications (Q338661) (← links)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance (Q361671) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← 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)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Comparison theorems for forward backward SDEs (Q1004255) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- Infinite horizon boundary value problems and applications (Q1300099) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← 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)
- Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations (Q1711319) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
