Pages that link to "Item:Q2954223"
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The following pages link to Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223):
Displaying 13 items.
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients (Q2145774) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- A Mean-Variance Approach to Capital Investment Optimization (Q5742498) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle (Q6198302) (← links)
