Optimal variational principle for backward stochastic control systems associated with Lévy processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-012-4370-6.pdf
Reference21 articles.
1. Bahlali K, Eddahbi M, Essaky E. BSDE associated with Lévy processes and application to PDIE. J Appl Math Stoch Anal, 2003, 16: 1–17
2. Bahlali K, Gherbal B, Mezerdi B. Existence and optimality conditions in stochastic control of linear BSDEs. Random Oper Stochastic Equations, 2010, 18: 185–197
3. Bahlali S. Stochastic controls of backward systems. Random Oper Stochastic Equations, 2010, 18: 125–140
4. Bismut J M. Conjugate convex functions in optimal stochastic control. J Math Anal Appl, 1973, 44: 384–404
5. Dokuchaev N, Zhou X Y. Stochastic controls with terminal contingent conditions. J Math Anal Appl, 1999, 238: 143–165
Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Stochastic differential equations in infinite dimensional Hilbert space and its optimal control problem with Lévy processes;AIMS Mathematics;2022
2. A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes;Journal of Systems Science and Complexity;2021-06-28
3. Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven by Lévy Processes;Mathematical Problems in Engineering;2020-09-18
4. Partially Observed Nonzero-Sum Differential Game of BSDEs with Delay and Applications;Mathematical Problems in Engineering;2020-06-19
5. A Necessary Condition for Optimal Control of Forward-Backward Stochastic Control System with Lévy Process in Nonconvex Control Domain Case;Mathematical Problems in Engineering;2020-06-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3