Pages that link to "Item:Q2251570"

The following pages link to On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570):

Displaying 17 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← 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)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) (← links)
• Almost automorphic solutions for fractional stochastic differential equations and its optimal control (Q3187830) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)