Pages that link to "Item:Q818818"

The following pages link to Linear forward-backward stochastic differential equations with random coefficients (Q818818):

Displaying 26 items.

• Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
• Stochastic minimum-energy control (Q888813) (← links)
• Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
• Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
• Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
• Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
• Uniqueness for linear-quadratic mean field games with common noise (Q2636490) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
• Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)
• Newton Method for Stochastic Control Problems (Q5039281) (← links)
• Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
• Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
• A Random-Supply Mean Field Game Price Model (Q5886363) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (Q6099157) (← links)
• On quasilinear parabolic systems and FBSDEs of quadratic growth (Q6126107) (← links)
• Linear-quadratic-Gaussian mean-field controls of social optima (Q6157099) (← links)
• Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641) (← links)