Pages that link to "Item:Q2400066"

The following pages link to A maximum principle for general backward stochastic differential equation (Q2400066):

Displaying 7 items.

• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
• Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
• A kind of stochastic optimization problem solved by the BSDE method (Q2774102) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
• Maximum principle for forward–backward SDEs with a general cost functional (Q5348350) (← links)