Pages that link to "Item:Q888538"
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The following pages link to Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538):
Displaying 50 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Necessary optimality conditions for optimal control problems in Wasserstein spaces (Q832594) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Optimal social policies in mean field games (Q1678477) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← links)
- Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- Propagation of chaos for mean field rough differential equations (Q2039421) (← links)
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- Semiconcavity and sensitivity analysis in mean-field optimal control and applications (Q2065079) (← links)
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
- Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity (Q2087388) (← links)
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- A measure theoretical approach to the mean-field maximum principle for training NeurODEs (Q2105521) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Distribution dependent SDEs driven by fractional Brownian motions (Q2157319) (← links)
- Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (Q2158226) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Mean field games of controls: finite difference approximations (Q2167461) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities (Q2200503) (← links)
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations (Q2238979) (← links)
- Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
- Density functions of distribution dependent SDEs driven by Lévy noises (Q2247229) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps (Q2297321) (← links)
