Pages that link to "Item:Q4596858"
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The following pages link to Mean Field Games with Singular Controls (Q4596858):
Displayed 16 items.
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- Fokker-Planck equations of jumping particles and mean field games of impulse control (Q2214927) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology (Q5855524) (← links)
- Extended Mean Field Games with Singular Controls (Q5883153) (← links)
- Approximation of \(N\)-player stochastic games with singular controls by mean field games (Q6164096) (← links)
- Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)