Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397): Difference between revisions

@@ Property / author @@
-Rainer Buckdahn
@@ Property / author: Rainer Buckdahn / rank @@
-Normal rank
@@ Property / author @@
+Rainer Buckdahn
@@ Property / author: Rainer Buckdahn / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2021.01.003
+Normal rank
@@ Property / OpenAlex ID @@
+W3123015732
@@ Property / OpenAlex ID: W3123015732 / rank @@
+Normal rank
@@ Property / cites work @@
+Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for general mean-field systems
+Normal rank
@@ Property / cites work @@
+A mean-field stochastic control problem with partial observations
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Mean-field SDEs with jumps and nonlocal integral-PDEs
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle in the mean-field controls
+Normal rank
@@ Property / cites work @@
+Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank