Pages that link to "Item:Q1624194"
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The following pages link to Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194):
Displaying 13 items.
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- Razumikhin method to stability of delay coupled systems with hybrid switching diffusions (Q2061192) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Inverse optimal control of regime-switching jump diffusions (Q2171224) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance (Q2903513) (← links)
- Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537) (← links)
- A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
