Pages that link to "Item:Q525049"
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The following pages link to Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049):
Displaying 13 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Weak Dirichlet processes with jumps (Q1679481) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- Backward stochastic differential equations and optimal control of marked point processes (Q2873847) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
