Pages that link to "Item:Q2801799"
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The following pages link to Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799):
Displaying 5 items.
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← 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)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
