Pages that link to "Item:Q888538"
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The following pages link to Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538):
Displayed 38 items.
- On the (In)efficiency of MFG Equilibria (Q5232224) (← 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)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- The Master Equation for Large Population Equilibriums (Q5374157) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
- Model uncertainty stochastic mean-field control (Q5742383) (← links)
- On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model (Q5742497) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Forward-backward stochastic equations: a functional fixed point approach (Q5876574) (← links)
- Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour (Q5880984) (← 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)
- Mean field approximation of an optimal control problem for the continuity equation arising in smart charging (Q6058509) (← links)
- Optimal control of nonlocal continuity equations: numerical solution (Q6058521) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
- Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
- Vanishing viscosity in mean-field optimal control (Q6102347) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition (Q6139820) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← 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)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510) (← links)
- A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes (Q6198003) (← links)
- Laplace principle for large population games with control interaction (Q6204186) (← links)
- One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients (Q6204187) (← links)