Pages that link to "Item:Q649117"

The following pages link to A general stochastic maximum principle for SDEs of mean-field type (Q649117):

Displaying 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)
• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← 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)
• A stability property in mean field type differential games (Q1998626) (← 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)
• Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
• Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Hierarchical mean-field type control of price dynamics for electricity in smart grid (Q2121184) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• Spectral criteria to stability and observability of mean-field stochastic periodic systems (Q2151865) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)