Pages that link to "Item:Q2862448"

The following pages link to Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (Q2862448):

Displaying 50 items.

• Dynamic optimization of large-population systems with partial information (Q255089) (← links)
• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
• A nonlocal sample dependence SDE-PDE system modeling proton dynamics in a tumor (Q316936) (← links)
• Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
• Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
• Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
• Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177) (← links)
• Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
• Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
• Stochastic minimum-energy control (Q888813) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
• Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
• Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← links)
• Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
• Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
• Optimal social policies in mean field games (Q1678477) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Study on stability and stabilizability of discrete-time mean-field stochastic systems (Q1730074) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
• Finite-time guaranteed cost control for uncertain mean-field stochastic systems (Q1989293) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
• Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
• Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
• Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
• Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
• Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
• Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415) (← links)