Pages that link to "Item:Q743041"
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The following pages link to Mean field forward-backward stochastic differential equations (Q743041):
Displayed 33 items.
- On the system of partial differential equations arising in mean field type control (Q255783) (← links)
- Mean field type control with congestion (Q301533) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Mean field type control with congestion. II: An augmented Lagrangian method (Q520350) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
- Optimal social policies in mean field games (Q1678477) (← links)
- Mean field games with congestion (Q1697426) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- From mean field games to the best reply strategy in a stochastic framework (Q2179034) (← links)
- Deterministic limit of mean field games associated with nonlinear Markov processes (Q2187327) (← links)
- Mean field games and applications: numerical aspects (Q2223587) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps (Q2273696) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Mean field games models -- a brief survey (Q2514573) (← links)
- Optimal control of conditioned processes with feedback controls (Q2656193) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- Extended Deterministic Mean-Field Games (Q2807396) (← links)
- Time-dependent mean-field games in the superquadratic case (Q2808059) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)