Pages that link to "Item:Q2071981"
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The following pages link to A maximum principle for mean-field stochastic control system with noisy observation (Q2071981):
Displaying 13 items.
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
- Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)
- Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems (Q6583290) (← links)
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
- Optimal control of LQ problem with anticipative partial observations (Q6607540) (← links)
- \(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications (Q6612338) (← links)
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
