Pages that link to "Item:Q1992421"

The following pages link to Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421):

Displaying 4 items.

• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)