Pages that link to "Item:Q2712232"
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The following pages link to Open problems on backward stochastic differential equations (Q2712232):
Displaying 38 items.
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
- Forward-backward stochastic differential equation: A useful tool for mathematical finance and other related fields (Q698263) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
- Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- On quasilinear parabolic systems and FBSDEs of quadratic growth (Q6126107) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
- Backward doubly stochastic differential equations and SPDEs with quadratic growth (Q6596210) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
