Pages that link to "Item:Q940010"
From MaRDI portal
The following pages link to Linear quadratic nonzero-sum differential games with random jumps (Q940010):
Displaying 12 items.
- Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise (Q1718001) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380) (← links)
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)