Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171): Difference between revisions

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-Mei-Jiao Wang
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+Mei-Jiao Wang
@@ Property / author: Mei-Jiao Wang / rank @@
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+Q115379270
@@ Property / Wikidata QID: Q115379270 / rank @@
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+.02486
@@ Property / arXiv ID: 1610.02486 / rank @@
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@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
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+Q4742671
@@ Property / cites work: Q4742671 / rank @@
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+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
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@@ Property / cites work @@
+A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications
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+A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
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+Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
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+\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
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@@ Property / cites work @@
+Q4085497
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+Discrete time mean-field stochastic linear-quadratic optimal control problems
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+Adapted solution of a backward semilinear stochastic evolution equation
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@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
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@@ Property / cites work @@
+Stochastic maximum principle in the mean-field controls
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+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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@@ Property / cites work @@
+Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
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@@ Property / cites work @@
+A mean-field stochastic maximum principle via Malliavin calculus
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@@ Property / cites work @@
+A concise course on stochastic partial differential equations
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@@ Property / cites work @@
+Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
+Normal rank
@@ Property / cites work @@
+The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
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@@ Property / cites work @@
+Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
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@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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+Publication:2002171