Pages that link to "Item:Q4715822"

The following pages link to Backward equations, stochastic control and zero-sum stochastic differential games (Q4715822):

Displaying 50 items.

• Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
• Reflected generalized BSDEs with random time and applications (Q380746) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
• Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
• A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
• Zero-sum stochastic differential games and backward equations (Q674053) (← links)
• Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
• SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
• Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
• A variational formula for stochastic controls and some applications (Q938583) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
• Reflected BSDEs and mixed game problem (Q1613587) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
• Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
• Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
• Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
• Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
• A comonotonic theorem for BSDEs (Q2485815) (← links)
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
• Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• Approximate solutions of continuous-time stochastic games (Q2822796) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
• (Q4447159) (← links)
• Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
• Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (Q5082980) (← links)
• Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition (Q5086414) (← links)