Pages that link to "Item:Q1743531"
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The following pages link to Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531):
Displaying 16 items.
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance (Q2903513) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
