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.

• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
• Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
• Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Multiplicative stochastic systems: optimization and analysis (Q2358837) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
• Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
• \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
• Solvability for a class of abstract two-point boundary value problems derived from optimal control (Q2472162) (← links)
• Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
• Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
• Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions'' (Q2656167) (← links)
• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
• Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
• Linear quadratic Gaussian Stackelberg game under asymmetric information patterns (Q2663896) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (Q2671654) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
• Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056) (← links)
• Reflected forward–backward stochastic differential equations and related PDEs (Q2821913) (← links)
• Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
• Backward Stochastic H₂/H_∞Control with Random Jumps (Q2930823) (← 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)
• 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)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
• Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
• Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
• Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (Q3462516) (← links)