Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924): Difference between revisions

@@ Property / cites work @@
+Q3378585
@@ Property / cites work: Q3378585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4663947
@@ Property / cites work: Q4663947 / rank @@
+Normal rank
@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
+Normal rank
@@ Property / cites work @@
+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+The master equation in mean field theory
@@ Property / cites work: The master equation in mean field theory / rank @@
+Normal rank
@@ Property / cites work @@
+On the interpretation of the master equation
@@ Property / cites work: On the interpretation of the master equation / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+On time-inconsistent stochastic control in continuous time
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+The Master Equation for Large Population Equilibriums
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Control of McKean-Vlasov dynamics versus mean field games
+Normal rank
@@ Property / cites work @@
+Mean field games and systemic risk
@@ Property / cites work: Mean field games and systemic risk / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control in Infinite Dimension
@@ Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
+Normal rank
@@ Property / cites work @@
+Continuous time mean-variance portfolio optimization through the mean field approach
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Hamilton-Jacobi equations in the Wasserstein space
+Normal rank
@@ Property / cites work @@
+Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Nonlinear SDEs driven by L\'evy processes and related PDEs
+Normal rank
@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming for mean-field type control
@@ Property / cites work: Dynamic programming for mean-field type control / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
+Normal rank