Pages that link to "Item:Q2956064"
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The following pages link to A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064):
Displaying 8 items.
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614) (← links)
- Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations (Q849851) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems II (Q5088074) (← links)
- Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
