Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397): Difference between revisions

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+Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
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+A general stochastic maximum principle for SDEs of mean-field type
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+A stochastic maximum principle for general mean-field systems
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+A mean-field stochastic control problem with partial observations
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Mean-field stochastic differential equations and associated PDEs
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Mean-field SDEs with jumps and nonlocal integral-PDEs
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+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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+A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
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+Mean field games
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+Stochastic maximum principle in the mean-field controls
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+Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
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+A General Stochastic Maximum Principle for Optimal Control Problems
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