Optimal control of a class of fully coupled forward-backward stochastic partial differential equations.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025005
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Works matching IS 20959672 AND DT 2025 AND VI 10 AND IP 1
Results: 7
1
2
Non-homogeneous stochastic linear-quadratic optimal control problems with multidimensional state and regime switching.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025002
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3
Law of large numbers for m-dependent random vectors under sublinear expectations.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025001
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4
Existence, uniqueness and comparison theorem on unbounded solutions of general time-interval BSDEs with sub-quadratic generators.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025003
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5
Deviation bounds for the norm of a random vector under exponential moment conditions with applications.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025007
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6
An algorithm for the calculation of upper variance under multiple probabilities and its application to quadratic programming.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025004
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7
A segment-wise dynamic programming algorithm for BSDEs.
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- Probability, Uncertainty & Quantitative Risk, 2025, v. 10, n. 1, p. 1, doi. 10.3934/puqr.2025006
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