Pages that link to "Item:Q464722"
From MaRDI portal
The following pages link to On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722):
Displaying 6 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps (Q6550292) (← links)
