Pages that link to "Item:Q1941259"
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The following pages link to Stochastic maximum principle in the mean-field controls (Q1941259):
Displaying 50 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← 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)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Spectral criteria to stability and observability of mean-field stochastic periodic systems (Q2151865) (← 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)
- 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)
- 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)
- 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)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← 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)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← 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)
