Pages that link to "Item:Q450791"

The following pages link to Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791):

Displaying 30 items.

• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
• Systemic risk and stochastic games with delay (Q1626502) (← links)
• Systemic risk and interbank lending (Q1626503) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
• Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
• A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
• Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
• Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
• Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
• Pairs trading under delayed cointegration (Q5039626) (← links)
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
• Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
• Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
• Existence and uniqueness of solution for fully coupled fractional forward-backward stochastic differential equations with delay and anticipated term (Q6192578) (← links)
• Non-zero-sum differential games of delayed backward doubly stochastic systems and their application (Q6583320) (← links)