Pages that link to "Item:Q2296086"
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The following pages link to Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086):
Displayed 21 items.
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Optimal social policies in mean field games (Q1678477) (← links)
- Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
- Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information (Q2288663) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- A Mean Field Game of Optimal Stopping (Q4610159) (← links)
- Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients (Q4628336) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Operator-valued stochastic differential equations in the context of Kurzweil-like equations (Q6112506) (← links)
- Mean-field doubly reflected backward stochastic differential equations (Q6164087) (← links)