Pages that link to "Item:Q1935504"
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The following pages link to A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504):
Displaying 9 items.
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- Mean-field-type games (Q2335249) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084) (← links)
