Pages that link to "Item:Q539918"

The following pages link to Existence of optimal controls for systems driven by FBSDEs (Q539918):

Displaying 19 items.

• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• Nonexistence and existence results of an optimal control problem governed by a class of multisolution semilinear elliptic equations (Q888876) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• New characterizations of the \(S\) topology on the Skorokhod space (Q1748548) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Weak solutions of backward stochastic differential equations with continuous generator (Q2434508) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457) (← links)