Dynamic optimization problems for mean-field stochastic large-population systems
From MaRDI portal
Publication:5093804
Recommendations
- Dynamic optimization of large-population systems with partial information
- Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions
- Linear quadratic mean field social control with common noise: a directly decoupling method
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications
Cites work
- scientific article; zbMATH DE number 3121490 (Why is no real title available?)
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- A general stochastic maximum principle for SDEs of mean-field type
- A stochastic maximum principle for general mean-field systems
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
- Dynamic optimization of large-population systems with partial information
- Equivalent cost functionals and stochastic linear quadratic optimal control problems
- Existence of solutions to a class of indefinite stochastic Riccati equations
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- 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: Asymptotic Solvability and Relation to the Fixed Point Approach
- Linear quadratic mean field game with control input constraint
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
- Mean field games
- Mean field games and applications
- Mean field games for large-population multiagent systems with Markov jump parameters
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field backward stochastic differential equations: A limit approach
- Probabilistic analysis of mean-field games
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic maximum principle in the mean-field controls
Cited in
(7)- Dynamic optimization of large-population systems with partial information
- Mean field production output control with sticky prices: Nash and social solutions
- Decomposition and mean-field approach to mixed integer optimal compensation problems
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
- Multi-population based univariate marginal distribution algorithm for dynamic optimization problems
- Approximation and mean field control of systems of large populations
This page was built for publication: Dynamic optimization problems for mean-field stochastic large-population systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5093804)
