Dynamic optimization of large-population systems with partial information (Q255089): Difference between revisions

@@ Property / DOI @@
-.1007/s10957-015-0740-x
@@ Property / DOI: 10.1007/s10957-015-0740-x / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 65K10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A25
@@ Property / Mathematics Subject Classification ID: 91A25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C41
@@ Property / Mathematics Subject Classification ID: 93C41 / rank @@
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@@ Property / zbMATH DE Number @@
+6552294
@@ Property / zbMATH DE Number: 6552294 / rank @@
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@@ Property / zbMATH Keywords @@
+dynamic optimization
@@ Property / zbMATH Keywords: dynamic optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forward-backward stochastic differential equation
+Normal rank
@@ Property / zbMATH Keywords @@
+large-population system
@@ Property / zbMATH Keywords: large-population system / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-field game
@@ Property / zbMATH Keywords: mean-field game / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial information
@@ Property / zbMATH Keywords: partial information / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10957-015-0740-x
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@@ Property / OpenAlex ID @@
+W809770233
@@ Property / OpenAlex ID: W809770233 / rank @@
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@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
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@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
+Normal rank
@@ Property / cites work @@
+Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+Normal rank
@@ Property / cites work @@
+A mean-field stochastic maximum principle via Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997913
@@ Property / cites work: Q3997913 / rank @@
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Stochastic Control with Partial Information
+Normal rank
@@ Property / cites work @@
+The Partially Observed Stochastic Minimum Principle
+Normal rank
@@ Property / cites work @@
+The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / DOI @@
+.1007/S10957-015-0740-X
@@ Property / DOI: 10.1007/S10957-015-0740-X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:255089