Pages that link to "Item:Q2514637"
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The following pages link to Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637):
Displaying 11 items.
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- Nonzero-sum impulse games with regime switching (Q2081783) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Minimizing almost smooth control variation in nonlinear optimal control problems (Q2190300) (← links)
- Nash equilibria in nonzero-sum differential games with impulse control (Q2239927) (← links)
- (Q3417937) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)
