Pages that link to "Item:Q2338901"

The following pages link to A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901):

Displaying 22 items.

• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← 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 forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
• On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
• Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
• Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)
• A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)