位置：成果数据库 > 期刊 > 期刊详情页
Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control P
  • ISSN号：1085-3375
  • 期刊名称：Abstract and Applied Analysis
  • 时间：0
  • 页码：-
  • 相关项目：平均场随机系统理论及其应用
作者： Tao Hao|Juan Li|
同期刊论文项目
平均场随机系统理论及其应用
期刊论文 23 会议论文 2
同项目期刊论文
The maximum principle for differential games of forward-backward stochastic systems with application
Optimality Conditions for Optimal Control of Jump-Diffusion SDEs with Correlated Observations Noises
Differential Games of Partial Information Forward-Backward Doubly SDE and Applications
Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian
Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
Fully-coupled mean-field forward-backward stochastic differential equations and stochastic maximum p
Stochastic Maximum Principle in the Mean-Field Controls
A General Stochastic Maximum Principle for SDEs of Mean-field Type
Stochastic representation for solutions of Isaacs' type integral-partial differential equations
REGULARITY PROPERTIES FOR GENERAL HJB EQUATIONS: A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION METHOD
Reflected Mean-Field Backward Stochastic Differential Equations. Approximation and Associated Nonlin
Value Function of differential games without Isaacs conditions. An approach with non-anticipative mi
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
Nonlinear stochastic differential games involving a major player and a large number of collectively
L^p estimates for fully coupled FBSDEs with jumps
Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman
The filtering equations of forward-backward stochastic systems with random jumps and applications to
Law of large numbers under the nonlinear expectation
The Maximum Principle for Partially Observed Optimal Ccontrol of Forward-Backward Stochastic Systems
A necessary condition of optimal control for initial coupled forward-backward stochastic differentia
THE MAXIMUM PRINCIPLE FOR PARTIALLY OBSERVED OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH RANDOM JUMPS