Pages that link to "Item:Q2937877"
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The following pages link to Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877):
Displaying 15 items.
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Optimal control of point processes with noisy observations: the maximum principle (Q1599466) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- Verification theorem of stochastic optimal control with mixed delay and applications to finance (Q2813970) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- The optimal control problem with state constraints for forward–backward stochastic systems with jumps (Q4684046) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- Guaranteed Cost Stabilization of Cellular Neural Networks with Time‐Varying Delay (Q5416878) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
