Pages that link to "Item:Q262012"

The following pages link to Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012):

Displaying 22 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• A stochastic differential game of low carbon technology sharing in collaborative innovation system of superior enterprises and inferior enterprises under uncertain environment (Q1617056) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (Q1999198) (← links)
• Nash equilibrium seeking in quadratic noncooperative games under two delayed information-sharing schemes (Q2055354) (← links)
• A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Cournot games with limited demand: from multiple equilibria to stochastic equilibrium (Q2301681) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
• A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
• <i>H</i>₂/<i>H</i>_∞control for stochastic systems with delay (Q2799295) (← links)
• Verification theorem of stochastic optimal control with mixed delay and applications to finance (Q2813970) (← links)
• An optimal control model for uncertain systems with time-delay (Q2874898) (← links)
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations (Q5241773) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• Optimal control and non-zero-sum differential game for Hurwicz model considering uncertain dynamic systems with multiple input delays (Q6115768) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
• Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)