Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963617451 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1511.09273 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3378585 / 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: Mean Field Games and Mean Field Type Control Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The master equation in mean field theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of Markovian time-inconsistent stochastic control in discrete time / 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: Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of McKean-Vlasov dynamics versus mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete time mean-field stochastic linear-quadratic optimal control problems / 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: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming for mean-field type control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time mean-variance portfolio selection: a stochastic LQ framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations / rank
 
Normal rank

Latest revision as of 14:32, 13 July 2024

scientific article
Language Label Description Also known as
English
Discrete time McKean-Vlasov control problem: a dynamic programming approach
scientific article

    Statements

    Discrete time McKean-Vlasov control problem: a dynamic programming approach (English)
    0 references
    0 references
    0 references
    3 April 2017
    0 references
    McKean-Vlasov equation
    0 references
    stochastic optimal control problem
    0 references
    dynamic programming
    0 references
    calculus of variations
    0 references
    mean-variance portfolio selection
    0 references

    Identifiers

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