Pages that link to "Item:Q1719018"
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The following pages link to Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018):
Displaying 3 items.
- Maximum principle for near-optimality of mean-field FBSDEs (Q778688) (← links)
- The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
