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.

• A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
• Linear quadratic mean field game with control input constraint (Q4554120) (← links)
• Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
• Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
• Mean field games: A toy model on an Erdös-Renyi graph. (Q4606426) (← links)
• Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
• (Q4679749) (← links)
• Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• (Q4988574) (← links)
• $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
• Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
• Newton Method for Stochastic Control Problems (Q5039281) (← links)
• Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
• Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
• LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
• Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
• Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
• Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls (Q5084120) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• A transformation method to study the solvability of fully coupled FBSDEs (Q5086894) (← links)
• Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• <i>ϵ</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications (Q5157955) (← links)
• Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
• Asymptotic properties of coupled forward–backward stochastic differential equations (Q5170134) (← links)
• Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
• Fully coupled forward–backward stochastic dynamics and functional differential systems (Q5251124) (← links)
• A stochastic approach to a new type of parabolic variational inequalities (Q5265795) (← links)
• Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
• Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
• An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
• Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
• Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)