A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
From MaRDI portal
Publication:5097299
Recommendations
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
- Stochastic control for mean-field stochastic partial differential equations with jumps
- Partial Information Linear Quadratic Control for Jump Diffusions
Cites work
- scientific article; zbMATH DE number 3121490 (Why is no real title available?)
- scientific article; zbMATH DE number 49106 (Why is no real title available?)
- scientific article; zbMATH DE number 3504682 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 7618596 (Why is no real title available?)
- A general stochastic maximum principle for SDEs of mean-field type
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- An introduction to stochastic filtering theory.
- An optimized Crank-Nicolson finite difference extrapolating model for the fractional-order parabolic-type sine-Gordon equation
- Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients
- General linear quadratic optimal stochastic control problem driven by a Brownian motion and a Poisson random martingale measure with random coefficients
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
- Linear-quadratic control of backward stochastic differential equations
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Maximum principles for optimal control of forward-backward stochastic differential equations with jumps
- Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
- Optimal Control of Jump Processes
- Partial Information Linear Quadratic Control for Jump Diffusions
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
Cited in
(13)- Linear-quadratic optimal control problems for mean-field backward stochastic differential equations with jumps
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
- A stochastic optimal feedback control problem with random-sized jumps
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems
- Partial Information Linear Quadratic Control for Jump Diffusions
- Mean field approach to stochastic control with partial information
- Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
- Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Stochastic control for mean-field stochastic partial differential equations with jumps
This page was built for publication: A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5097299)
