Pages that link to "Item:Q3145081"

The following pages link to A mean-field stochastic maximum principle via Malliavin calculus (Q3145081):

Displayed 10 items.

• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) ‎ (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) ‎ (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) ‎ (← links)
• A general stochastic maximum principle for SDEs of mean-field type (Q649117) ‎ (← links)
• Optimal control with partial information for stochastic Volterra equations (Q980544) ‎ (← links)
• Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) ‎ (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) ‎ (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) ‎ (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) ‎ (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) ‎ (← links)