Pages that link to "Item:Q1663007"
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The following pages link to Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007):
Displaying 7 items.
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
