Pages that link to "Item:Q734629"
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The following pages link to Mean-field backward stochastic differential equations and related partial differential equations (Q734629):
Displayed 50 items.
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
- Forward and backward stochastic differential equations with normal constraints in law (Q2229679) (← links)
- General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← 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)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← 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)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← 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)
- Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← 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)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← 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)
- Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759) (← links)
- Optimal vaccination strategy for a mean-field stochastic susceptible-infected-vaccinated system (Q5057712) (← 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)
- Weak pullback mean random attractors for stochastic evolution equations and applications (Q5083414) (← links)
- Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process (Q5084745) (← 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)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- Differential Games (Q5149739) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)