Pages that link to "Item:Q5416838"
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The following pages link to General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838):
Displaying 16 items.
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
- Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738) (← links)
