Pages that link to "Item:Q1626502"
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The following pages link to Systemic risk and stochastic games with delay (Q1626502):
Displayed 15 items.
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Nash equilibrium seeking in quadratic noncooperative games under two delayed information-sharing schemes (Q2055354) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898) (← links)
- Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
- Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets (Q6054427) (← links)
- Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)