Pages that link to "Item:Q424326"

The following pages link to Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326):

Displaying 18 items.

• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
• Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Inverse optimal control of stochastic systems driven by Lévy processes (Q2280883) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498) (← links)
• Backstepping control design for stochastic systems driven by Lévy processes (Q5027393) (← links)
• (Q5192530) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)