Pages that link to "Item:Q392462"

The following pages link to The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462):

Displaying 39 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)
• Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← 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)
• Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
• Mean-field-type games (Q2335249) (← 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)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← 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)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← 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)
• Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps (Q6136530) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)