Pages that link to "Item:Q469981"

The following pages link to On optimal control problem for backward stochastic doubly systems (Q469981):

Displaying 13 items.

• Optimal control problems for linear backward doubly stochastic differential equations (Q742064) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← 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)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• The stochastic control problem for forward-backward doubly system with Lévy processes (Q2825125) (← links)
• Partially observed optimal controls of forward-backward doubly stochastic systems (Q2842255) (← links)
• Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
• The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem (Q4923241) (← links)
• Optimal control of backward doubly stochastic system (Q5221107) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)