Pages that link to "Item:Q4932836"
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The following pages link to McKean–Vlasov Limit in Portfolio Optimization (Q4932836):
Displaying 18 items.
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Mean-field reflected backward stochastic differential equations (Q712528) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- On mean field systems with multi-classes (Q2281590) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
