Pages that link to "Item:Q4978895"
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The following pages link to A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications (Q4978895):
Displayed 38 items.
- Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- A kind of non-zero sum mixed differential game of backward stochastic differential equation (Q2144044) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
- Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance (Q2813970) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- A priori estimates of the objective function in the speed-in-action problem for a linear two-dimensional discrete-time system (Q6176042) (← links)
- Multi‐event‐triggered adaptive critic control with guaranteed cost for discrete‐time nonlinear nonzero‐sum games (Q6180539) (← links)