Pages that link to "Item:Q473885"
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The following pages link to Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises (Q473885):
Displaying 4 items.
- Sufficient epsilon-optimality conditions for jump-diffusion systems (Q2199054) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL (Q5369467) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)