Stochastic maximum principle - Globe Thesis

Keyword [Stochastic maximum principle] Result: 1 - 20 \| Page: 1 of 2
1.	Jump Stochastic Optimal Control
2.	A Maximum Principle For Controlled Time-symmetric Forward-backward Stochastic Differential Equations With Initial-terminal Sates Constraints And Its Applications
3.	A Second-order Stochastic Maximum Principle For Singular Mean-field Optimal Stochastic Controls
4.	Optimal Control Problems Of Some Forward-Backward Stochastic Pantograph Systems
5.	Backward Stochastic Differential Equations With Singular Perturbed Markov Chain And Applications
6.	Stochastic Maximum Principle For Delayed Doubly Stochastic Control Systems And Their Applications
7.	Control Problems Of Several Stochastic Systems
8.	Studies On Partially Observed Optimal Controls Of Mean-Field Stochastic Systems And A Class Of Fractional-Order Control Systems
9.	Mean-field Stochastic Maximum Principle For Optimization With Recursive Utilities
10.	The Mean-field Stochastic Maximum Principle Of The General Case
11.	Stochastic Pantograph Equations Driven By Fractional Brownian Motion And Its Stochastic Maximum Principle
12.	Backward Stochastic Differential Equations And Applications To Optimal Control
13.	Research On Option Pricing With Fractional Stochastic Volatility And Discrete Stochastic Control Problems
14.	Partial Derivative With Respect To The Measure In Wasserstein Space And Its Applications To General Controlled Mean-field Systems
15.	Mean-Variance Portfolio Selection With Jump-Diffusion Under Regime-Switching Model
16.	A Mean-Field Stochastic Linear-Quadratic Stackelberg Differetial Game With One Leader And Two Followers
17.	Optimal Investment Strategies For Market Models With Reversal And Momentum
18.	Research On Investment Reinsurance In Insurance Market Based On Stochastic Maximum Principle
19.	Pareto Cooperative Differential Game
20.	A Stochastic Maximum Principle Of Mean-field Type With Monotonicity Conditions
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