Pages that link to "Item:Q2808056"

The following pages link to Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056):

Displaying 9 items.

• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations (Q1899636) (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
• General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
• Stability of coupled jump diffusions and applications (Q6140098) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)