Pages that link to "Item:Q5737639"

The following pages link to Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639):

Displaying 50 items.

• Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
• Optimal social policies in mean field games (Q1678477) (← links)
• A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
• Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• A stability property in mean field type differential games (Q1998626) (← links)
• Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
• Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
• Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
• Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• Mean-field Markov decision processes with common noise and open-loop controls (Q2135276) (← links)
• DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• A Mckean-Vlasov approach to distributed electricity generation development (Q2189475) (← links)
• Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales (Q2225189) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
• Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• A mean-field optimal control formulation of deep learning (Q2319864) (← links)
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
• Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching (Q2689713) (← links)
• Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
• Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
• A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
• Controlled Markov chains with non-exponential discounting and distribution-dependent costs (Q4999507) (← links)
• Finite state<i>N</i>-agent and mean field control problems (Q4999530) (← links)
• Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
• Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
• Rate of convergence for particle approximation of PDEs in Wasserstein space (Q5049892) (← links)
• Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
• Adaptive Robust Control in Continuous Time (Q5158383) (← links)
• Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
• A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
• Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
• Model uncertainty stochastic mean-field control (Q5742383) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)