Pages that link to "Item:Q2412661"
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The following pages link to Mean-field stochastic differential equations and associated PDEs (Q2412661):
Displayed 15 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (Q1635968) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- The convergence problem in mean field games with local coupling (Q1678482) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- On the interpretation of the master equation (Q2359715) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Existence of Solutions of the Master Equation in the Smooth Case (Q3462483) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)