Pages that link to "Item:Q601881"

The following pages link to Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881):

Displaying 41 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Near-optimal control problems for linear forward-backward stochastic systems (Q983952) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Determining strategy of pricing for a web service with different QoS levels and reservation level constraint (Q2009945) (← links)
• Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Pontryagin's maximum principle for optimal control of stochastic SEIR models (Q2222906) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
• Maximum principles for backward doubly stochastic systems with jumps and applications (Q5017817) (← links)
• <i>ϵ</i>-Nash mean-field games for linear-quadratic systems with random jumps and applications (Q5157955) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• A robust optimization formulation for dynamic pricing of a web service with limited total shared capacity (Q6078640) (← links)
• Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
• The maximum principle for stochastic control problem with jumps in progressive structure (Q6086128) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738) (← links)