Pages that link to "Item:Q2349594"

The following pages link to Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594):

Displaying 42 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Pseudo almost periodic solutions to impulsive non-autonomous stochastic differential equations with unbounded delay and its optimal control (Q667794) (← links)
• Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces (Q996064) (← links)
• An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
• Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
• Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
• Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799) (← links)
• Verification theorem of stochastic optimal control with mixed delay and applications to finance (Q2813970) (← links)
• A maximum principle for infinite horizon delay equations (Q2855137) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions (Q4593609) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Finite horizon stochastic <i>H</i>₂/<i>H</i>_∞ control with discrete and distributed delays (Q5855333) (← links)
• Statistical Inference of Peroxisome Dynamics (Q5881338) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
• Explicit solution to delayed forward and backward stochastic differential equations (Q6595619) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
• Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)