Pages that link to "Item:Q640986"
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The following pages link to Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986):
Displaying 20 items.
- The dynamic programming method of stochastic differential game for functional forward-backward stochastic system (Q474323) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- A variational formula for stochastic controls and some applications (Q938583) (← links)
- Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- An Application of Pontryagin's Maximum Principle in a Linear Quadratic Dfferential Game (Q3087073) (← links)
- Min-max certainty equivalence principle and differential games (Q4717519) (← links)
- Certainty equivalence principle in stochastic differential games: An inverse problem approach (Q5241030) (← links)
