Model uncertainty stochastic mean-field control (Q5742383): Difference between revisions

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+Risk minimization in financial markets modeled by Itô-Lévy processes
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+Dynamic robust duality in utility maximization
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+Forward-backward stochastic differential games and stochastic control under model uncertainty
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+Mean field games
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+Control of McKean-Vlasov dynamics versus mean field games
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Mean-field stochastic differential equations and associated PDEs
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+Mean Field Games and Mean Field Type Control Theory
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+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
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+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
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+Correction to: ``Stochastic control of memory mean-field processes''
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+Applied stochastic control of jump diffusions.
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