Pages that link to "Item:Q1992520"
From MaRDI portal
The following pages link to Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520):
Displaying 11 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Inverse optimal control of stochastic systems driven by Lévy processes (Q2280883) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- The stochastic control problem for forward-backward doubly system with Lévy processes (Q2825125) (← links)
- A finite horizon linear quadratic optimal stochastic control problem driven by both Brownian motion and Lévy processes (Q3306295) (← links)
- Backstepping control design for stochastic systems driven by Lévy processes (Q5027393) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
