The following pages link to (Q3159178):
Displaying 50 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- Exponential stability of stochastic systems with delay and Poisson jumps (Q1719341) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
- A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
- A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
- Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
- Stabilization of discrete-time systems with multiplicative noise and multiple delays in the control variable (Q2799359) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response (Q5024365) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Conjugate duality in stochastic controls with delay (Q5233199) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
- Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs (Q6496380) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
