Pages that link to "Item:Q5126412"

The following pages link to A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412):

Displaying 10 items.

• Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
• Controlled Markov chains with non-exponential discounting and distribution-dependent costs (Q4999507) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
• Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
• Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
• Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
• Linear quadratic mean-field game with volatility uncertainty (Q6198303) (← links)