Pages that link to "Item:Q5212950"
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The following pages link to Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950):
Displaying 13 items.
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (Q5858099) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
