scientific article; zbMATH DE number 140600

MaRDI QIDQ4029027zbMATH OpenFDO

Authors Sylvie Méléard

Publication date 28 March 1993

zbMATH Keywords

applications in control theoryinteracting particle systemsmeasure-valued branching processesorthogonal martingale measuresrandom martingale problemsstochastic differential equation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

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• Admissible representations for probability measures
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• On optimal control of coupled mean-field forward-backward stochastic equations
• Continuous time reinforcement learning: a random measure approach
• On the existence of optimal controls for reflected McKean-Vlasov stochastic differential equations
• Martingale representations for functionals of Lévy processes
• A new martingale representation theorem (discrete time)

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