Pages that link to "Item:Q888538"
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The following pages link to Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538):
Displayed 50 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Optimal social policies in mean field games (Q1678477) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← links)
- Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities (Q2200503) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps (Q2297321) (← links)
- An extended mean field game for storage in smart grids (Q2302762) (← 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)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (Q3462516) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- A Mean Field Game of Optimal Stopping (Q4610159) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Positional strategies in mean-field control problems on a finite state space (Q4961668) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- A Pontryagin Maximum Principle in Wasserstein spaces for constrained optimal control problems (Q5107957) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)