The following pages link to (Q4462135):
Displaying 4 items.
- Optimal stochastic control, stochastic target problems, and backward SDE. (Q424646) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- A time-changed stochastic control problem and its maximum principle theory (Q5029380) (← links)
