Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511): Difference between revisions

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+A maximum principle for SDEs of mean-field type
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+Existence of optimal controls for systems governed by mean-field stochastic differential equations
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+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
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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 general stochastic maximum principle for SDEs of mean-field type
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+Large deviation properties of weakly interacting processes via weak convergence methods
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+The Master Equation for Large Population Equilibriums
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+Probabilistic Theory of Mean Field Games with Applications II
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+Control of McKean-Vlasov dynamics versus mean field games
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+Mean field games with common noise
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+On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
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+On Certain Questions in the Theory of Optimal Control
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+Mean-Field Optimal Control
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+A certain class of diffusion processes associated with nonlinear parabolic equations
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+On the McKean-Vlasov Limit for Interacting Diffusions
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+Stochastic particle approximations for generalized Boltzmann models and convergence estimates
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+On the Existence of Optimal Controls
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+Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+Propagation of chaos and fluctuations for a moderate model with smooth initial data
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+Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
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+Martingale measures and stochastic calculus
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+Compactification methods in the control of degenerate diffusions: existence of an optimal control
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+Existence of an Optimal Markovian Filter for the Control under Partial Observations
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+Weak and strong solutions of general stochastic models
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Existence of Markov Controls and Characterization of Optimal Markov Controls
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+A general characterization of the mean field limit for stochastic differential games
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+Mean field games via controlled martingale problems: existence of Markovian equilibria
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+Mean field games
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+Dynamic programming for mean-field type control
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+A propagation of chaos result for a system of particles with moderate interaction
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+A martingale approach to the law of large numbers for weakly interacting stochastic processes
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+A law of large numbers for moderately interacting diffusion processes
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+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
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+Large systems of diffusions interacting through their ranks
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