Pages that link to "Item:Q3143261"
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The following pages link to Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters (Q3143261):
Displaying 29 items.
- A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions (Q286281) (← links)
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- Exponential robust consensus of multiagent systems with Markov jump parameters (Q304917) (← links)
- Distributed output feedback control of Markov jump multi-agent systems (Q490611) (← links)
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- Linear quadratic mean field Stackelberg differential games (Q1716526) (← links)
- Distributed control of multi-agent systems with random parameters and a major agent (Q1937486) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
- Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← 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)
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (Q2682327) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Robust mean field games for coupled Markov jump linear systems (Q2954021) (← links)
- Robust linear quadratic mean field social control: A direct approach (Q4999520) (← links)
- Social optima in leader-follower mean field linear quadratic control (Q4999589) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- On non-uniqueness and uniqueness of solutions in finite-horizon Mean Field Games (Q5107948) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Mean‐field games for multiagent systems with multiplicative noises (Q5212467) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
