Pages that link to "Item:Q1986110"
From MaRDI portal
The following pages link to An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110):
Displaying 4 items.
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
- (Q5195914) (← links)
- <i>L</i> <sup> <i>p</i> </sup> -solutions of backward doubly stochastic differential equations with time delayed generators (Q6668714) (← links)