Pages that link to "Item:Q1014037"
From MaRDI portal
The following pages link to Maximum principle for stochastic differential games with partial information (Q1014037):
Displaying 26 items.
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Optimal control for uncertain random singular systems with multiple time-delays (Q2169678) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
- Robust Stochastic Control and Equivalent Martingale Measures (Q2909982) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- A maximum principle for stochastic differential games with <i>g</i>-expectations and partial information (Q4648579) (← links)
- Min-max certainty equivalence principle and differential games (Q4717519) (← links)
- Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- Optimal stopping and stochastic control differential games for jump diffusions (Q5411896) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)
