On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems

Cites Work

Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
Linear-quadratic optimal control problems for mean-field stochastic differential equations
A mean-field stochastic maximum principle via Malliavin calculus
Control of McKean-Vlasov dynamics versus mean field games
Linear Quadratic Optimal Stochastic Control with Random Coefficients
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General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
On a Matrix Riccati Equation of Stochastic Control
A general stochastic maximum principle for SDEs of mean-field type
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A maximum principle for SDEs of mean-field type
Mean-field stochastic differential equations and associated PDEs
Time-inconsistent stochastic linear-quadratic control
Mean-field backward stochastic differential equations: A limit approach
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
Time-inconsistent optimal control problems and the equilibrium HJB equation
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
Time-Inconsistent Recursive Stochastic Optimal Control Problems
On time-inconsistent stochastic control in continuous time
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
Equilibrium controls in time inconsistent stochastic linear quadratic problems

Cited In (7)

Robust time-inconsistent stochastic linear-quadratic control with drift disturbance
On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model
Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
Time inconsistent asset-liability management with partial information
Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients

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