The following pages link to (Q5202137):
Displaying 6 items.
- Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
- Maximum process problems in optimal control theory (Q2387499) (← links)