Pages that link to "Item:Q838008"
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The following pages link to Mean-field backward stochastic differential equations: A limit approach (Q838008):
Displaying 50 items.
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- Differential Games (Q5149739) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← 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)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← links)
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← 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)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573) (← links)
- McKean-Vlasov BSDEs with locally monotone coefficient (Q6050136) (← 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)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- Backward multivalued McKean-Vlasov SDEs and associated variational inequalities (Q6107302) (← links)
- Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307) (← links)
- Mean-field backward doubly stochastic Volterra integral equations and their applications (Q6107309) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
- General coupled mean-field reflected forward-backward stochastic differential equations (Q6116174) (← links)
- Artificial intelligence for COVID-19 spread modeling (Q6126477) (← links)
- The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition (Q6139820) (← links)
- Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- Mean-field doubly reflected backward stochastic differential equations (Q6164087) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Stochastic maximum principle for discrete time mean‐field optimal control problems (Q6180299) (← links)
- On mean-field super-Brownian motions (Q6187480) (← links)
- MF-OMO: An Optimization Formulation of Mean-Field Games (Q6188322) (← links)
- Sequential propagation of chaos for mean-field BSDE systems (Q6194041) (← links)
- Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)
- Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems (Q6198086) (← links)
- Exact controllability for mean-field type linear game-based control systems (Q6564717) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
- Mean-field backward stochastic differential equation with non-Lipschitz coefficient (Q6570389) (← links)
