Pages that link to "Item:Q649117"
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The following pages link to A general stochastic maximum principle for SDEs of mean-field type (Q649117):
Displayed 50 items.
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- A mean-field optimal control formulation of deep learning (Q2319864) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Mean-field-type games (Q2335249) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← 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)
- 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)
- Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study (Q2665126) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← 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)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← 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)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- Controllability Gramian and Kalman rank condition for mean-field control systems (Q4999529) (← links)
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
- Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
- A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
- Mean-field optimal control as Gamma-limit of finite agent controls (Q5242584) (← links)
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)