Pages that link to "Item:Q4686113"
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The following pages link to Optimal control of forward-backward stochastic Volterra equations (Q4686113):
Displaying 17 items.
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Singular control of stochastic Volterra integral equations (Q2157866) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
- Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
- Optimal control in Ito-Volterra systems (Q2769553) (← links)
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498) (← links)
- A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) (← links)
- New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
