Pages that link to "Item:Q2794008"

The following pages link to A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008):

Displaying 9 items.

• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
• (Q4379375) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Bifurcation analysis and stability criterion for the nonlinear fractional-order three-dimensional financial system with delay (Q6563325) (← links)
• Exponential stability of time-delay systems with flexible delayed impulse (Q6583252) (← links)