Pages that link to "Item:Q2982507"

The following pages link to A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information (Q2982507):

Displaying 46 items.

• A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
• Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations (Q828991) (← links)
• Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
• A general linear quadratic stochastic control and information value (Q2166430) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• Mean-field-type games (Q2335249) (← links)
• Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
• Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
• Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
• (Q4726158) (← links)
• Optimal control for unknown mean-field discrete-time system based on Q-Learning (Q5029154) (← links)
• Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
• Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
• The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
• LQ control of forward and backward stochastic difference system (Q5865445) (← links)
• Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)
• Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
• Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability (Q6165241) (← links)
• Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
• Stochastic filtering under model ambiguity (Q6180475) (← links)
• Second-order necessary condition for partially observed stochastic system with random jumps (Q6540809) (← links)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
• Exponential stabilisation of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations (Q6598855) (← links)
• Partially observed mean-field Stackelberg stochastic differential game with two followers (Q6605845) (← links)
• Optimal control of LQ problem with anticipative partial observations (Q6607540) (← links)
• Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion (Q6608777) (← links)
• Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (Q6608782) (← links)
• Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
• Linear-quadratic mean-field game for stochastic systems with partial observation (Q6659162) (← links)