Pages that link to "Item:Q2423079"
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The following pages link to Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079):
Displaying 10 items.
- Observer-based stabilization of sector-bounded nonlinear stochastic systems in the presence of intermittent measurements (Q2008466) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)
- Markov games with unknown random state-actions-dependent discount factors: empirical estimation (Q6569776) (← links)
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems (Q6579051) (← links)
- Partially observed mean-field Stackelberg stochastic differential game with two followers (Q6605845) (← links)
