Pages that link to "Item:Q5854379"
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The following pages link to A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379):
Displaying 6 items.
- Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)