Pages that link to "Item:Q520349"
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The following pages link to A stochastic maximum principle for general mean-field systems (Q520349):
Displaying 31 items.
- Optimal control of mean field equations with monotone coefficients and applications in neuroscience (Q832627) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
- Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← 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)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- On mean-field control problems for backward doubly stochastic systems (Q6151946) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
- A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
