Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Existence of Optimal Stochastic Control Laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypercontractivity of Hamilton-Jacobi equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes and queues. Martingale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4650356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic maximum principle for Markov chains of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Calculus and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness and comparisons for BSDEs in general spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Law of large numbers and central limit theorem for unbounded jump mean- field models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The rate function for some measure-valued jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for hierarchical systems of interacting jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the variational principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for empirical process of mean-field interacting particle system with unbounded jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solutions of a class of nonlinear master equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5649756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward equations, stochastic control and zero-sum stochastic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3559179 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5750751 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for long range interacting particle systems with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4138569 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A martingale approach to the law of large numbers for weakly interacting stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4508926 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with jumps and related nonlinear expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5524051 / rank
 
Normal rank

Revision as of 05:35, 19 July 2024

scientific article
Language Label Description Also known as
English
Mean-field risk sensitive control and zero-sum games for Markov chains
scientific article

    Statements

    Mean-field risk sensitive control and zero-sum games for Markov chains (English)
    0 references
    0 references
    0 references
    13 May 2019
    0 references
    mean-field
    0 references
    nonlinear Markov chain
    0 references
    entropic backward SDE
    0 references
    optimal control
    0 references
    risk sensitive
    0 references
    zero-sum game
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers