Pages that link to "Item:Q1621173"

The following pages link to A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173):

Displaying 7 items.

• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)