Pages that link to "Item:Q2792730"
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The following pages link to On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730):
Displaying 9 items.
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
- A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
