Pages that link to "Item:Q2983281"

The following pages link to Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information (Q2983281):

Displaying 50 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
• A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Spectral criteria to stability and observability of mean-field stochastic periodic systems (Q2151865) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
• A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• Mean-field-type games (Q2335249) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
• Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon (Q2423902) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
• Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
• Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
• Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
• Decentralized stochastic linear-quadratic optimal control with risk constraint and partial observation (Q6569405) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
• Mean-field backward stochastic differential equation with non-Lipschitz coefficient (Q6570389) (← links)
• Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems (Q6583290) (← links)
• Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)