Pages that link to "Item:Q5211276"
From MaRDI portal
The following pages link to Linear Exponential Quadratic Control for Mean Field Stochastic Systems (Q5211276):
Displaying 10 items.
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Robust risk‐sensitive control (Q6193183) (← links)
- A novel approach of numerical optimization for control theory problems based on generalization of Gigena's method (Q6578897) (← links)
