Pages that link to "Item:Q2296081"

The following pages link to Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081):

Displaying 22 items.

• Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
• Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← 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)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
• A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
• Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084) (← links)