The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951): Difference between revisions

@@ 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/10.1080/00207179.2018.1441555
+Normal rank
@@ Property / OpenAlex ID @@
+W2792787117
@@ Property / OpenAlex ID: W2792787117 / rank @@
+Normal rank
@@ Property / cites work @@
+Ekeland’s Variational Principle and Its Extensions with Applications
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Well-posedness of mean-field type forward-backward stochastic differential equations
+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: A limit approach
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Mean field forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
+Normal rank
@@ Property / cites work @@
+On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes
+Normal rank
@@ Property / cites work @@
+Q4146655
@@ Property / cites work: Q4146655 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726159
@@ Property / cites work: Q4726159 / rank @@
+Normal rank
@@ Property / cites work @@
+Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
+Normal rank
@@ Property / cites work @@
+General necessary conditions for partially observed optimal stochastic controls
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential games and stochastic control under model uncertainty
+Normal rank
@@ Property / cites work @@
+The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
+Normal rank
@@ Property / cites work @@
+Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems
+Normal rank
@@ Property / cites work @@
+The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
+Normal rank
@@ Property / cites work @@
+General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance
+Normal rank
@@ Property / cites work @@
+The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
+Normal rank
@@ Property / cites work @@
+A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
+Normal rank
@@ Property / cites work @@
+A general maximum principle for optimal control of forward-backward stochastic systems
+Normal rank
@@ Property / cites work @@
+Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
+Normal rank
@@ Property / cites work @@
+Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank