Pages that link to "Item:Q649117"
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The following pages link to A general stochastic maximum principle for SDEs of mean-field type (Q649117):
Displayed 50 items.
- Dynamic optimization of large-population systems with partial information (Q255089) (← links)
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← 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)
- 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)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177) (← 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)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← 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)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← 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)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← 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)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Mean-field-type games (Q2335249) (← 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)