Pages that link to "Item:Q2366091"

The following pages link to Backward stochastic differential equations and applications to optimal control (Q2366091):

Displaying 50 items.

• Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394) (← links)
• Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
• Stability of backward stochastic differential equations (Q1915848) (← links)
• A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
• A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting (Q1988882) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• Recursive utility optimization with concave coefficients (Q2001553) (← links)
• Necessary conditions for optimality for stochastic evolution equations (Q2015568) (← links)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
• Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
• Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• A stochastic epidemic model with nonmonotone incidence rate: sufficient and necessary conditions for near-optimality (Q2200616) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)