Pages that link to "Item:Q5194896"
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The following pages link to Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896):
Displayed 5 items.
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
