Pages that link to "Item:Q4974150"
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The following pages link to Numerical Solutions for Stochastic Differential Games With Regime Switching (Q4974150):
Displaying 19 items.
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- The numerical solution of three stochastic differential games (Q761360) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Numerical analysis of a zero-sum stochastic differential game in a bounded domain (Q2381888) (← links)
- Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284) (← links)
- Dynamic optimization of nonlinear differential game problems using orthogonal collocation with analytical sensitivities (Q6589322) (← links)
- Equilibrium strategies in a defined benefit pension plan game with regime switching (Q6607339) (← links)
