Pages that link to "Item:Q538473"
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The following pages link to A maximum principle for SDEs of mean-field type (Q538473):
Displayed 8 items.
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)