Pages that link to "Item:Q743041"

The following pages link to Mean field forward-backward stochastic differential equations (Q743041):

Displaying 50 items.

• On the system of partial differential equations arising in mean field type control (Q255783) (← links)
• Mean field type control with congestion (Q301533) (← links)
• A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
• Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
• Mean field type control with congestion. II: An augmented Lagrangian method (Q520350) (← links)
• On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
• Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
• Optimal social policies in mean field games (Q1678477) (← links)
• Mean field games with congestion (Q1697426) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
• Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
• From mean field games to the best reply strategy in a stochastic framework (Q2179034) (← links)
• Deterministic limit of mean field games associated with nonlinear Markov processes (Q2187327) (← links)
• Mean field games and applications: numerical aspects (Q2223587) (← links)
• Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
• A second order analysis of McKean-Vlasov semigroups (Q2240470) (← links)
• \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps (Q2273696) (← links)
• Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
• Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
• Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
• Mean field games models -- a brief survey (Q2514573) (← links)
• Optimal control of conditioned processes with feedback controls (Q2656193) (← links)
• Recent advances in various fields of numerical probability (Q2786538) (← links)
• Extended Deterministic Mean-Field Games (Q2807396) (← links)
• Time-dependent mean-field games in the superquadratic case (Q2808059) (← links)
• Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← 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)
• A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
• Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
• Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
• Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
• Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
• The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
• A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
• Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
• Entropy Regularization for Mean Field Games with Learning (Q5870374) (← links)
• Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• A kind of linear‐quadratic Pareto cooperative differential game with partial information (Q6081005) (← links)