Pages that link to "Item:Q704754"

The following pages link to Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754):

Displaying 50 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• A maximum principle for SDEs of mean-field type (Q538473) (← links)
• Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
• Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (Q1646097) (← links)
• Dynamic pricing of a web service in an advance selling environment (Q1666561) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
• Stochastic control of memory mean-field processes (Q1734289) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
• Determining strategy of pricing for a web service with different QoS levels and reservation level constraint (Q2009945) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• Stochastic characteristics and optimal control for a stochastic chemostat model with variable yield (Q2179156) (← links)
• Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• Counterterror measures and economic growth: a differential game (Q2450621) (← links)
• Optimal control of inequality under uncertainty (Q2452814) (← links)
• Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)