Pages that link to "Item:Q3162571"

The following pages link to Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps (Q3162571):

Displaying 50 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Strategies in the principal-agent model (Q361824) (← links)
• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
• A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
• Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
• A mean-field stochastic maximum principle via Malliavin calculus (Q3145081) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• A maximum principle for stochastic differential games with <i>g</i>-expectations and partial information (Q4648579) (← links)
• Nonhomogeneous First-order Linear Malliavin Type Differential Equation (Q4914484) (← links)
• Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)