The following pages link to (Q4266941):
Displaying 50 items.
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
- Comparison theorems for forward backward SDEs (Q1004255) (← links)
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← 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)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- The comparison theorem of FBSDE (Q1962156) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- Mean field game for linear-quadratic stochastic recursive systems (Q2278541) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
- Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance (Q2813970) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
- Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
