Pages that link to "Item:Q5066565"
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The following pages link to Extended mean-field control problem with partial observation (Q5066565):
Displaying 7 items.
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
