Pages that link to "Item:Q4920269"

The following pages link to Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises (Q4920269):

Displaying 44 items.

• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
• Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• Mean-field-type games (Q2335249) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• A new class of complex nonsymmetric algebraic Riccati equations with its <i>ω</i>-comparison matrix being an irreducible singular M-matrix (Q5031234) (← links)
• Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
• Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
• Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
• A new two‐phase structure‐preserving doubling algorithm for critically singular <i>M</i>‐matrix algebraic Riccati equations (Q5739762) (← links)
• Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
• Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
• Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• Stochastic filtering under model ambiguity (Q6180475) (← links)
• Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
• The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)