Pages that link to "Item:Q778640"
From MaRDI portal
The following pages link to A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640):
Displaying 6 items.
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- The stochastic control problem for forward-backward doubly system with Lévy processes (Q2825125) (← links)
- Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law (Q5241026) (← links)
- Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
