A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: SDPT3 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2964204292 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1208.5308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3378585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses / rank
 
Normal rank
Property / cites work
 
Property / cites work: A maximum principle for SDEs of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation and control of infinite dimensional systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean–Vlasov Limit in Portfolio Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Matrix Inequalities in System and Control Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general stochastic maximum principle for SDEs of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations: A limit approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations and related partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamics of the McKean-Vlasov equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4323752 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate McKean–Vlasov representations for a class of SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations from the mckean-vlasov limit for weakly interacting diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5690203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the McKean-Vlasov Limit for Interacting Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Graph Implementations for Nonsmooth Convex Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3236483 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Nonlocal Sample Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-field stochastic maximum principle via Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5849795 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3028015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving semidefinite-quadratic-linear programs using SDPT3 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semidefinite Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5482385 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank

Latest revision as of 23:42, 10 July 2024

scientific article
Language Label Description Also known as
English
A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
scientific article

    Statements

    A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (English)
    0 references
    0 references
    0 references
    0 references
    2 November 2015
    0 references
    linear-quadratic optimal control problem
    0 references
    mean-field stochastic differential equations
    0 references
    MF-stabilizability
    0 references
    well-posedness
    0 references
    algebraic Riccati equations
    0 references
    semi-definite programming
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references