The optimal control problem of fully coupled FBSDEs driven by sub-diffusion with applications
From MaRDI portal
Cites work
- A dynamic maximum principle for the optimization of recursive utilities under constraints.
- A general maximum principle for optimal control of forward-backward stochastic systems
- A General Stochastic Maximum Principle for Optimal Control Problems
- A global stochastic maximum principle for fully coupled forward-backward stochastic systems
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
- Adapted solution of a backward stochastic differential equation
- Ambiguity, Risk, and Asset Returns in Continuous Time
- An Introductory Approach to Duality in Optimal Stochastic Control
- Backward stochastic differential equations and applications to optimal control
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Fully coupled forward-backward stochastic differential equations driven by sub-diffusions
- scientific article; zbMATH DE number 3118979 (Why is no real title available?)
- scientific article; zbMATH DE number 3577134 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 1343080 (Why is no real title available?)
- scientific article; zbMATH DE number 3797648 (Why is no real title available?)
- scientific article; zbMATH DE number 7618765 (Why is no real title available?)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
- Optimal cash management under uncertainty
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
- Solution of forward-backward stochastic differential equations
- Stochastic Differential Utility
- Stochastic global maximum principle for optimization with recursive utilities
- Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion
- Stochastic maximum principle for optimal control problem of forward and backward system
- Stochastic Maximum Principle for Subdiffusions and Its Applications
- The maximum principle for fully coupled forward-backward stochastic control system with state constraints
This page was built for publication: The optimal control problem of fully coupled FBSDEs driven by sub-diffusion with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7308708)
