Pages that link to "Item:Q1307260"

The following pages link to Stochastic controls with terminal contingent conditions (Q1307260):

Displaying 47 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
• On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
• Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
• Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
• Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
• Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Optimal control of conditioned processes with feedback controls (Q2656193) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← 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)
• Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
• Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)
• Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)