Forward–Backward Stochastic Differential Games and Stochastic Control Under Model Uncertainty

Journal of Optimization Theory and Applications - United States
doi 10.1007/s10957-012-0166-7
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
1999English

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

Risk Sensitive Stochastic Control and Differential Games

Communications in Information and Systems
2006English

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

Mathematical Problems in Engineering
MathematicsEngineering
2013English

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games With Financial Applications

2016English

A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus

Journal of Applied Mathematics and Physics
2018English

Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs

2019English

Differential Games for Stochastic Partial Differential Equations

Nagoya Mathematical Journal
Mathematics
1993English

Open Problems on Backward Stochastic Differential Equations

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
1999English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy