Dynamic optimization of large-population systems with partial information
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Cites work
- scientific article; zbMATH DE number 49106 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Maximum Principle for Stochastic Control with Partial Information
- A general stochastic maximum principle for SDEs of mean-field type
- A mean-field stochastic maximum principle via Malliavin calculus
- Backward-forward stochastic differential equations
- Forward-backward stochastic differential equations and their applications
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear-quadratic mean field games
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Mean field games
- Probabilistic analysis of mean-field games
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
- The Partially Observed Stochastic Minimum Principle
Cited in
(12)- Dynamic optimization problems for mean-field stochastic large-population systems
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
- Incomplete information mean-field games and related Riccati equations
- Partially-observed decentralized optimal control for large population two-wheeled vehicles: a differential game approach
- Linear-quadratic mean-field game for stochastic systems with partial observation
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- Optimal portfolio with relative performance and partial information: a mean-field game approach
- Runtime analysis of non-elitist populations: from classical optimisation to partial information
- scientific article; zbMATH DE number 1874616 (Why is no real title available?)
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
- An invariance principle in large population stochastic dynamic games
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
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