Pages that link to "Item:Q655824"

The following pages link to A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824):

Displaying 17 items.

• On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
• Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
• Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
• Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
• Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
• Indefinite risk-sensitive control (Q2681175) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• Robust risk‐sensitive control (Q6193183) (← links)