Pages that link to "Item:Q1734289"
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The following pages link to Stochastic control of memory mean-field processes (Q1734289):
Displaying 11 items.
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Mean-field FBSDE and optimal control (Q4986423) (← links)
- Stochastic Sensitivity: A Computable Lagrangian Uncertainty Measure for Unsteady Flows (Q5140609) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
