Pages that link to "Item:Q5209040"
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The following pages link to Linear-Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations with Jumps (Q5209040):
Displaying 6 items.
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)