Pages that link to "Item:Q4563358"
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The following pages link to Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps (Q4563358):
Displaying 10 items.
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Time-inconsistent stochastic linear-quadratic control (Q2910915) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
- Time-inconsistent LQ games for large-population systems and applications (Q6167093) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
