Pages that link to "Item:Q538473"
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The following pages link to A maximum principle for SDEs of mean-field type (Q538473):
Displayed 50 items.
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- Hierarchical mean-field type control of price dynamics for electricity in smart grid (Q2121184) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Stochastic differential games for crowd evacuation problems: a paradox (Q2125563) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← 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)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- Hierarchical structures and leadership design in mean-field-type games with polynomial cost (Q2221282) (← links)
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
- Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- 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)
- 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)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)