Pages that link to "Item:Q392462"
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The following pages link to The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462):
Displayed 19 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← 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)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces (Q1754664) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise (Q2410711) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality (Q2442549) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)