Related references
Note: Only part of the references are listed.Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control
Huanjun Zhang et al.
APPLIED MATHEMATICS AND COMPUTATION (2020)
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations with Jumps
Maoning Tang et al.
ASIAN JOURNAL OF CONTROL (2019)
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
Ying Hu et al.
PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK (2019)
Finite-time stability and stabilization for It(o)over-cap-type stochastic Markovian jump systems with generally uncertain transition rates
Zhiguo Yan et al.
APPLIED MATHEMATICS AND COMPUTATION (2018)
Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching
Zhiguo Yan et al.
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS (2018)
FORWARD BACKWARD SDES IN WEAK FORMULATION
Haiyang Wang et al.
MATHEMATICAL CONTROL AND RELATED FIELDS (2018)
Quantitative exponential stability and stabilisation of discrete-time Markov jump systems with multiplicative noises
Zhiguo Yan et al.
IET CONTROL THEORY AND APPLICATIONS (2017)
An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
Guangchen Wang et al.
AUTOMATICA (2017)
Optimal control of mean-field jump-diffusion systems with delay: A stochastic maximum principle approach
Qingxin Meng et al.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2015)
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
Yang Shen et al.
AUTOMATICA (2014)
MAXIMUM PRINCIPLES FOR FORWARD-BACKWARD STOCHASTIC CONTROL SYSTEMS WITH CORRELATED STATE AND OBSERVATION NOISES
Guangchen Wang et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2013)
Linear-quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
Zhiyong Yu
ASIAN JOURNAL OF CONTROL (2012)
Optimal premium policy of an insurance firm: Full and partial information
Jianhui Huang et al.
INSURANCE MATHEMATICS & ECONOMICS (2010)
Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
Jingtao Shi et al.
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2010)
Putting order in risk measures
M Frittelli et al.
JOURNAL OF BANKING & FINANCE (2002)
Asset pricing with a forward-backward stochastic differential utility
F Antonelli et al.
ECONOMICS LETTERS (2001)
Share Paper
