Pages that link to "Item:Q2842255"

The following pages link to Partially observed optimal controls of forward-backward doubly stochastic systems (Q2842255):

Displaying 16 items.

• A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
• Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• Partially observed optimal controls for nonlinear infinite dimensional stochastic systems (Q2785858) (← links)
• Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations (Q3145419) (← links)
• (Q3815236) (← links)
• Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Forward-backward doubly stochastic differential equations with random jumps and related games (Q6569872) (← links)