Pages that link to "Item:Q4978849"

The following pages link to Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls (Q4978849):

Displaying 18 items.

• The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• A reliable small sample classification algorithm by Elman neural network based on PLS and GA (Q2304076) (← links)
• Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
• Indefinite risk-sensitive control (Q2681175) (← links)
• An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions (Q4364128) (← links)
• Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
• The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
• Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
• A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
• A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
• Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)