Pages that link to "Item:Q458848"

The following pages link to Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848):

Displaying 50 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Parameter estimation in uncertain delay differential equations via the method of moments (Q2152710) (← links)
• Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
• Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
• Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions (Q2242662) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Global adaptive stabilization of stochastic high-order switched nonlinear non-lower triangular systems (Q2303951) (← links)
• Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
• Mean-field-type games (Q2335249) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise (Q2410711) (← links)
• Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Sample controllability of impulsive differential systems with random coefficients (Q2822274) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
• On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Finite horizon stochastic <i>H</i>₂/<i>H</i>_∞ control with discrete and distributed delays (Q5855333) (← links)
• Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)