Pages that link to "Item:Q2960128"

The following pages link to Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128):

Displaying 10 items.

• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
• A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)