Pages that link to "Item:Q288921"
From MaRDI portal
The following pages link to Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921):
Displaying 14 items.
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps (Q2154845) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump (Q2219858) (← links)
- \(\mathcal{H}_-\) index for continuous-time stochastic systems with Markov jump and multiplicative noise (Q2280683) (← links)
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (Q2304032) (← links)
- Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Finite-time \(\mathcal{H}_2/\mathcal{H}_\infty\) control for linear Itô stochastic Markovian jump systems: mode-dependent approach (Q6611603) (← links)
- An accurate numerical scheme for mean-field forward and backward SDEs with jumps (Q6662392) (← links)
