Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
From MaRDI portal
Publication:6136530
Recommendations
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Linear-quadratic Pareto cooperative game for mean-field backward stochastic system
Cites work
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 3245077 (Why is no real title available?)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information
- An invariance principle in large population stochastic dynamic games
- Computational aspects of the open-loop Nash equilibrium in linear quadratic games
- Existence of value and of saddle points for differential games of pursuit and evasion
- Large investor trading impacts on volatility
- 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
- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- Linear quadratic Pareto optimal control problem of stochastic singular systems
- Linear quadratic mean field Stackelberg differential games
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Linear-quadratic zero-sum differential games for generalized state space systems
- Mean field games
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
- Necessary and sufficient conditions for Pareto optimal solutions of cooperative differential games
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
- Nonzero-sum differential games
- On the definition of differential games and the existence of value and of saddle points
- Pareto Optimal Strategy for Stochastic Weakly Coupled Large Scale Systems With State Dependent System Noise
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Pareto optimality in infinite horizon linear quadratic differential games
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
- Stochastic H₂/H_ control for discrete-time mean-field systems with Poisson jump
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
- \(H_\infty\) constraint Pareto optimal strategy for stochastic LPV systems
This page was built for publication: Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6136530)
