Extended mean field control problem: a propagation of chaos result (Q2119694): Difference between revisions

@@ Property / describes a project that uses @@
+mftoolbox
@@ Property / describes a project that uses: mftoolbox / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.12996
@@ Property / arXiv ID: 2006.12996 / rank @@
+Normal rank
@@ Property / cites work @@
+Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
+Normal rank
@@ Property / cites work @@
+An extended mean field game for storage in smart grids
+Normal rank
@@ Property / cites work @@
+An Extension of Skorohod's Almost Sure Representation Theorem
+Normal rank
@@ Property / cites work @@
+Large deviation properties of weakly interacting processes via weak convergence methods
+Normal rank
@@ Property / cites work @@
+Mean field game of controls and an application to trade crowding
+Normal rank
@@ Property / cites work @@
+A probabilistic weak formulation of mean field games and applications
+Normal rank
@@ Property / cites work @@
+Mean field games with common noise
@@ Property / cites work: Mean field games with common noise / rank @@
+Normal rank
@@ Property / cites work @@
+Mean‐field games with differing beliefs for algorithmic trading
+Normal rank
@@ Property / cites work @@
+McKean-Vlasov optimal control: the dynamic programming principle
+Normal rank
@@ Property / cites work @@
+Compactification methods in the control of degenerate diffusions: existence of an optimal control
+Normal rank
@@ Property / cites work @@
+A Tale of a Principal and Many, Many Agents
@@ Property / cites work: A Tale of a Principal and Many, Many Agents / rank @@
+Normal rank
@@ Property / cites work @@
+Price formation and optimal trading in intraday electricity markets
+Normal rank
@@ Property / cites work @@
+Continuous time mean-variance portfolio optimization through the mean field approach
+Normal rank
@@ Property / cites work @@
+On stochastic relaxed control for partially observed diffusions
+Normal rank
@@ Property / cites work @@
+On the McKean-Vlasov Limit for Interacting Diffusions
+Normal rank
@@ Property / cites work @@
+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
+Normal rank
@@ Property / cites work @@
+Functions of Matrices
@@ Property / cites work: Functions of Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3684933
@@ Property / cites work: Q3684933 / rank @@
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Limit Theory for Controlled McKean--Vlasov Dynamics
+Normal rank
@@ Property / cites work @@
+On the convergence of closed-loop Nash equilibria to the mean field game limit
+Normal rank
@@ Property / cites work @@
+Many-player games of optimal consumption and investment under relative performance criteria
+Normal rank
@@ Property / cites work @@
+Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-field Markov decision processes with common noise and open-loop controls
+Normal rank
@@ Property / cites work @@
+A martingale approach to the law of large numbers for weakly interacting stochastic processes
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional diffusion processes.
@@ Property / cites work: Multidimensional diffusion processes. / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3036153812
@@ Property / OpenAlex ID: W3036153812 / rank @@
+Normal rank