Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335): Difference between revisions

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-.1007/s00245-018-9525-6
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-Said Hamadène
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@@ Property / cites work @@
+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
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+Existence of Optimal Stochastic Control Laws
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+Mean Field Games and Mean Field Type Control Theory
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+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
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+Probabilistic Theory of Mean Field Games with Applications I
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+A probabilistic weak formulation of mean field games and applications
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+Control of McKean-Vlasov dynamics versus mean field games
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+The Existence of Value in Stochastic Differential Games
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+Optimal Play in a Stochastic Differential Game
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+The variational principle and stochastic optimal control
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+Q3925594
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Backward Stochastic Differential Equations in Finance
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+On the variational principle
@@ Property / cites work: On the variational principle / rank @@
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@@ Property / cites work @@
+Q4205251
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+Zero-sum stochastic differential games and backward equations
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Q4726159
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@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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@@ Property / cites work @@
+Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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+Q129193931
@@ Property / Wikidata QID: Q129193931 / rank @@
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+.1007/S00245-018-9525-6
@@ Property / DOI: 10.1007/S00245-018-9525-6 / rank @@
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+Publication:2187335