Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
ESAIM: COCV, 27 (2021) 46
Published online: 2021-05-26
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Weak Second-Order Conditions of Runge–Kutta Method for Stochastic Optimal Control Problems
Fikriye Yılmaz, Hacer Öz Bakan and Gerhard-Wilhelm WeberJournal of Optimization Theory and Applications 202 (1) 497 (2024)
https://doi.org/10.1007/s10957-023-02324-y
Optimal controls for forward-backward stochastic differential equations: Time-inconsistency and time-consistent solutions
Hanxiao Wang, Jiongmin Yong and Chao ZhouJournal de Mathématiques Pures et Appliquées 190 103603 (2024)
https://doi.org/10.1016/j.matpur.2024.103603
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
Jingrui Sun, Hanxiao Wang and Jiaqiang WenSIAM Journal on Control and Optimization 61 (1) 252 (2023)
https://doi.org/10.1137/21M1450458
Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
Jingrui Sun, Zhen Wu and Jie XiongESAIM: Control, Optimisation and Calculus of Variations 29 35 (2023)
https://doi.org/10.1051/cocv/2023033