Pages that link to "Item:Q2937458"
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The following pages link to Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458):
Displaying 4 items.
- A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
- The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)