Pages that link to "Item:Q527801"
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The following pages link to Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801):
Displaying 9 items.
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Maximum principle for delayed stochastic linear-quadratic control problem with state constraint (Q1791411) (← links)
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
- Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- (Q3761195) (← links)
- (Q4502874) (← links)