Pages that link to "Item:Q2420787"

The following pages link to A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787):

Displaying 15 items.

• Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
• DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
• A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
• A Mckean-Vlasov approach to distributed electricity generation development (Q2189475) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
• Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
• Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Importance sampling for the empirical measure of weakly interacting diffusions (Q6142541) (← links)
• Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems (Q6198086) (← links)