✦ LIBER ✦

Singular mean-field optimal control for forward-backward stochastic systems and applications to finance

✍ Scribed by Hafayed, Mokhtar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum principle for forward-backward s

✍ Jingtao Shi; Zhen Wu 📂 Article 📅 2010 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 208 KB

On near-optimal necessary and sufficient

✍ Mokhtar Hafayed,Petr Veverka,Syed Abbas 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 302 KB

Fully Coupled Forward-Backward Stochasti

✍ Peng, Shige; Wu, Zhen 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 374 KB

A Mean-Field Necessary and Sufficient Co

✍ Hafayed, Mokhtar 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 209 KB

Kalman–Bucy filtering equations of forwa

✍ Guangchen Wang; Zhen Wu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 200 KB

The Filtering Equations of Forward-Backw

✍ Xiao, Hua; Wang, Guangchen 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 193 KB