位置：成果数据库 > 期刊 > 期刊详情页
Mean-Field Backward Stochastic Differential Equations
  • ISSN号：1050-5164
  • 期刊名称：Annals of Applied Probability
  • 时间：0
  • 页码：1524-1565
  • 语言：英文
  • 相关项目：部分可观测信息下的随机最优控制理论及应用
作者： Rainer Buckdahn|Juan Li|Boualem Djehiche|Shige Peng|
同期刊论文项目
部分可观测信息下的随机最优控制理论及应用
期刊论文 44 会议论文 9
同项目期刊论文
A Simple Model of Corporate International Investment under Incomplete Information and Taxes
Delay-dependent robust Stability and Stabilization for uncertain discrete-time singular systems with
Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-backward Stochasti
Maximum Principle for Forward-Backward Stochastic Control System with Random Jumps and Applications
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
Maximum Principle for Stochastic Optimal Control Problem with Delay and Application
Delay-dependent stability and H 1 control for uncertain discrete switched singular systems with time
Delay-dependent robust H ∞ control for uncertain discrete-time singular systems with time-delays
The Quadratic-Form Identity for Constructing Hamiltonian Structures of The NLS–MKdV Hierarchy and Mu
Improved Generalized Support Vector Machine Based on SOR
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamli
一类无穷区间的倒向随机微分方程及其应用
一类非 Lipschitz 系数的倒向半线性随机发展方程的适应解
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recur
部分信息下期望消费效用最大的优化问题
Robust stability and H ∞ control for uncertain discrete Markovian jump singular systems with mode-de
Delay-dependent Stability and Stabilization of Uncertain Discrete-time Markovian Jump Singular Syste
Probabilistic Interpretation for systems of Isaacs Equations with Two Reflecting Barriers
Stochastic Optimization Theory of Backward Stochastic Differential Equations with Jumps and Viscosit
General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applic
Comparison Theorems for Forward Backward SDEs
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
Stochastic Differential Equations and Stochastic Linear Quadratic Optimal Control Problem with Levy
One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps
Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems
An Intertemporal Capital Asset Pricing Model under Incomplete Information
The Maximum Principles for Stochastic Recursive Optimal Control Problems under Partial Information
一类终端财富期望效用最大化问题:通货膨胀情形
随机递归最优控制和混合最优控制问题
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to
一类部分可观测信息下不定LQ问题可解的充分条件
部分信息下股票付息的Black—Scholes期权定价公式和一类最优投资问题
山东大学——昌原大学的双赢合作
The maximum principle for one kind of stochastic optimization problem and application in dynamic mea
一类非线性随机系统的状态反馈H∞控制
One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps
带连续系数的BDSDE解的惟一性与连续依赖性的等价
超前BSDE中Z的性质及其在时滞随机控制中的应用
一类高维抛物型偏微分方程的粘性解
Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem
Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice
Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems