Pages that link to "Item:Q2800474"
From MaRDI portal
The following pages link to Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474):
Displaying 15 items.
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Fluid approximations and control of queues in emergency departments (Q1753661) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Almost automorphic solutions for fractional stochastic differential equations and its optimal control (Q3187830) (← links)
- Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes (Q5003474) (← links)
- Dynamic optimization with a non-smooth LPV system in aero-engine transition state acceleration process (Q5088838) (← links)
- Optimal control of aero-engine systems based on a switched LPV model (Q6578562) (← links)
