Pages that link to "Item:Q1723930"
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The following pages link to Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930):
Displaying 9 items.
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
