Pages that link to "Item:Q734629"
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The following pages link to Mean-field backward stochastic differential equations and related partial differential equations (Q734629):
Displayed 15 items.
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Mean-field backward doubly stochastic differential equations and related SPDEs (Q384455) (← links)
- Harnack inequality for mean-field stochastic differential equations (Q385119) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Controllability Properties of Linear Mean-Field Stochastic Systems (Q5413862) (← links)