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

Mathematical Problems in Engineering - Egypt
doi 10.1155/2013/958920
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hindawi Limited

Related search

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

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2012English

Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

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

Analysis of Stochastic Dual Dynamic Programming Method

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2011English

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

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

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

A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps

Journal of Mathematical Finance
2020English

Open Problems on Backward Stochastic Differential Equations

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

Dynamic Programming for the Stochastic Navier-Stokes Equations

ESAIM: Mathematical Modelling and Numerical Analysis
Numerical AnalysisApplied MathematicsAnalysisSimulationModelingComputational Mathematics
2000English

Polynomial Approximation Method for Stochastic Programming.

English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy