Pages that link to "Item:Q838008"
From MaRDI portal
The following pages link to Mean-field backward stochastic differential equations: A limit approach (Q838008):
Displaying 50 items.
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- McKean-Vlasov type stochastic differential equations arising from the random vortex method (Q2077120) (← links)
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
- Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
- Backward propagation of chaos (Q2144343) (← links)
- \(L^p\) solution of general mean-field BSDEs with continuous coefficients (Q2151504) (← links)
- Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
- Mean field game for linear-quadratic stochastic recursive systems (Q2278541) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Mean-field-type games (Q2335249) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
- Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577) (← links)
- Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime (Q2657941) (← links)
- Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- Large deviation for mean-field stochastic differential equations with subdifferential operator (Q2804515) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
- Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls (Q2813961) (← links)
- Output Feedback<i>H</i><sub><i>∞</i></sub>Control for Discrete-time Mean-field Stochastic Systems (Q2814019) (← links)
- <i>H</i><sub><i>∞</i></sub>Control for Continuous-Time Mean-Field Stochastic Systems (Q2828474) (← links)
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- New Second-Order Schemes for Forward Backward Stochastic Differential Equations (Q4985215) (← links)
- Controllability Gramian and Kalman rank condition for mean-field control systems (Q4999529) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
