Pages that link to "Item:Q2481925"
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The following pages link to Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925):
Displaying 40 items.
- The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- A filtering problem with uncertainty in observation (Q2303939) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
- An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
- The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control (Q3068100) (← links)
- Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems (Q4652160) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems (Q5022791) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems II (Q5088074) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Exact controllability of forward and backward stochastic difference system (Q6073107) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← 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)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
- Linear-quadratic mean-field game for stochastic systems with partial observation (Q6659162) (← links)
