Pages that link to "Item:Q5130922"
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The following pages link to Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922):
Displaying 14 items.
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Long term average cost control problems without ergodicity (Q2171038) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain (Q6636455) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
