Pages that link to "Item:Q4253013"

The following pages link to Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013):

Displaying 50 items.

• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
• On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
• Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
• A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
• Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
• Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• Forward backward SDEs in weak formulation (Q2001569) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
• High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
• Optimal control and stabilization for Itô systems with input delay (Q2070026) (← links)
• Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
• Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
• A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
• Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
• Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Exact controllability of stochastic differential equations with memory (Q2203454) (← links)
• Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
• The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• A modified MSA for stochastic control problems (Q2234329) (← links)
• Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
• Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (Q2236593) (← links)
• Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
• A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• A note on FBSDE characterization of mean exit times (Q2272016) (← links)
• Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)