Pages that link to "Item:Q734629"
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The following pages link to Mean-field backward stochastic differential equations and related partial differential equations (Q734629):
Displaying 50 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Linear-quadratic mean field games (Q289122) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Mean-field backward doubly stochastic differential equations and related SPDEs (Q384455) (← links)
- Harnack inequality for mean-field stochastic differential equations (Q385119) (← links)
- 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)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Periodic measures of mean-field stochastic predator-prey system (Q1727072) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
