Pages that link to "Item:Q5890824"
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The following pages link to Dynamic programming for mean-field type control (Q5890824):
Displaying 11 items.
- Parameter identification by statistical learning of a stochastic dynamical system modelling a fishery with price variation (Q784363) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885) (← links)
- Mean-field Markov decision processes with common noise and open-loop controls (Q2135276) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
- Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case (Q4994415) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- Importance sampling for the empirical measure of weakly interacting diffusions (Q6142541) (← links)