Pages that link to "Item:Q1872429"
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The following pages link to A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429):
Displaying 28 items.
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← 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)
- Linked recursive preferences and optimality (Q2788691) (← links)
- Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
- Portfolio optimization under nonlinear utility (Q2816959) (← links)
- Stochastic optimal control problems under G-expectation (Q2857152) (← links)
- Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (Q3081443) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
- Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
- Time-delayed generalized BSDEs (Q6123263) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
- The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
- Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (Q6608782) (← links)
- Rational expectations: an approach of anticipated linear-quadratic social optima (Q6666626) (← links)
