Pages that link to "Item:Q1722493"
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The following pages link to Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493):
Displaying 13 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (Q1752105) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
- Comparison theorem of solutions to BSDE with jumps, and viscosity solution to a generalized Hamilton-Jacobi-Bellman equation (Q2712233) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
