Pages that link to "Item:Q3083219"
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The following pages link to Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (Q3083219):
Displaying 41 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Mean-field backward doubly stochastic differential equations and related SPDEs (Q384455) (← links)
- On optimal control problem for backward stochastic doubly systems (Q469981) (← links)
- Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477) (← links)
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
- The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- (Q3385874) (← links)
- Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
- Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
- Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q5022828) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
- Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
- Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573) (← links)
- Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- The general maximum principle for discrete-time stochastic control problems (Q6537291) (← links)
- Forward-backward doubly stochastic differential equations with random jumps and related games (Q6569872) (← links)
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application (Q6583320) (← links)
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
- Backward doubly stochastic differential equations and SPDEs with quadratic growth (Q6596210) (← links)
