Pages that link to "Item:Q538473"
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The following pages link to A maximum principle for SDEs of mean-field type (Q538473):
Displayed 50 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← 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)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← 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)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← 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)
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
- Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← 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)
- Discrete-time mean field partially observable controlled systems subject to common noise (Q1678478) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- Mean-field Pontryagin maximum principle (Q1682967) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Study on stability and stabilizability of discrete-time mean-field stochastic systems (Q1730074) (← links)
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← 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)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- A mean-field optimal control formulation of deep learning (Q2319864) (← links)
- A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)