Pages that link to "Item:Q4600443"

The following pages link to Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443):

Displaying 36 items.

• Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
• Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
• Directed chain stochastic differential equations (Q1986036) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• Mean-field Markov decision processes with common noise and open-loop controls (Q2135276) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
• Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
• Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
• Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
• Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
• Positional strategies in mean-field control problems on a finite state space (Q4961668) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• Finite state<i>N</i>-agent and mean field control problems (Q4999530) (← links)
• Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
• A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
• Mean-field optimal control as Gamma-limit of finite agent controls (Q5242584) (← links)
• Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
• Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
• Model uncertainty stochastic mean-field control (Q5742383) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
• Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
• Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
• Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces (Q6056510) (← links)
• Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
• Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
• Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
• Viscosity Solutions for McKean–Vlasov Control on a Torus (Q6191411) (← links)