Pages that link to "Item:Q2366091"

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

Displaying 50 items.

• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
• A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
• Near-optimal control for stochastic recursive problems (Q2430960) (← links)
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
• Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• Sufficient conditions for optimality for stochastic evolution equations (Q2637385) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• Verification theorem of stochastic optimal control with mixed delay and applications to finance (Q2813970) (← links)
• Stochastic optimal control problems under G-expectation (Q2857152) (← links)
• Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• Stochastic controls of backward systems (Q3103216) (← links)
• BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
• Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219) (← links)
• Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
• Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
• Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332) (← links)
• Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565) (← links)
• Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)