Pages that link to "Item:Q3174750"
From MaRDI portal
The following pages link to A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750):
Displayed 24 items.
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← 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)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
