The following pages link to Singular recursive utility (Q4584681):
Displaying 5 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
- On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
