Pages that link to "Item:Q458848"

The following pages link to Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848):

Displaying 18 items.

• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
• A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
• Matrix numerical method for probability densities of stochastic delay differential equations (Q6561869) (← links)
• On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
• Non-zero-sum differential games of delayed backward doubly stochastic systems and their application (Q6583320) (← links)
• Maximum principle for stochastic control system with elephant memory and jump diffusion (Q6595036) (← links)
• Optimal control and stabilization for linear continuous-time mean-field systems with delay (Q6595169) (← links)
• Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method (Q6596655) (← links)
• Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
• Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)