Pages that link to "Item:Q4507415"

The following pages link to Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach (Q4507415):

Displaying 50 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
• A parametric optimization approach for uncertain linear quadratic models (Q682843) (← links)
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
• Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
• \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
• Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Finite state graphon games with applications to epidemics (Q2128954) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
• Multiplicative stochastic systems: optimization and analysis (Q2358837) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• Uncertain optimal control of linear quadratic models with jump (Q2450483) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• Gradient dynamic optimization with Legendre chaos (Q2476212) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• On stochastic Riccati equations for the stochastic LQR problem (Q2504510) (← links)
• Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← links)
• Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon (Q2974252) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
• Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
• The piecewise parametric optimal control of uncertain linear quadratic models (Q5025935) (← links)