Pages that link to "Item:Q6089862"

The following pages link to Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862):

Displaying 8 items.

• A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• Robust risk‐sensitive control (Q6193183) (← links)
• Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)