Pages that link to "Item:Q649117"
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The following pages link to A general stochastic maximum principle for SDEs of mean-field type (Q649117):
Displayed 8 items.
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)