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

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+McKean-Vlasov equation
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+stochastic optimal control problem
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+A maximum principle for SDEs of mean-field type
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+Mean Field Games and Mean Field Type Control Theory
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+The master equation in mean field theory
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+A general stochastic maximum principle for SDEs of mean-field type
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Control of McKean-Vlasov dynamics versus mean field games
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+Discrete time mean-field stochastic linear-quadratic optimal control problems
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Dynamic programming for mean-field type control
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
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+Publication:520347