Pages that link to "Item:Q2574593"

The following pages link to BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593):

Displaying 47 items.

• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
• Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
• Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
• Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
• Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
• Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
• Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
• (Q4357505) (← links)
• BSDE Approach for Dynkin Game and American Game Option (Q4558896) (← links)
• Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798) (← links)
• Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
• Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
• Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
• Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (Q5082980) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
• Lp - estimates of solutions of backward doubly stochastic differential equations (Q5156296) (← links)
• The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
• Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
• Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (Q5265776) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890) (← links)
• Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)
• Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
• Some analytic approximations for backward stochastic differential equations (Q5865298) (← links)
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)
• Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side (Q6080381) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
• Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
• On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value (Q6189857) (← links)
• A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
• Uncertain stochastic hybrid zero-sum games based on forward uncertain difference equations and backward stochastic difference equations (Q6567315) (← links)
• Backward stochastic differential equations with non-Lipschitz time delayed generators (Q6570429) (← links)
• Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (Q6608782) (← links)
• A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)