Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
From MaRDI portal
Recommendations
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
- Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- Stochastic linear quadratic optimal control problems
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
Cites work
- Extended mean field control problems: stochastic maximum principle and transport perspective
- Forward and backward mean-field stochastic partial differential equation and optimal control
- General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Long time versus steady state optimal control
- Mean field games and mean field type control theory
- Mean field theories and dual variation -- mathematical structures of the mesoscopic model
- Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities
- Necessary conditions in stochastic linear quadratic problems and their applications
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Representation and control of infinite dimensional systems. Vol. 2
- Shape turnpike for linear parabolic PDE models
- Stochastic control for mean-field stochastic partial differential equations with jumps
- Stochastic control of memory mean-field processes
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations
- The Master Equation and the Convergence Problem in Mean Field Games
- The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
Cited in
(30)- A concise introduction to control theory for stochastic partial differential equations
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
- Characterization of optimal feedback for stochastic linear quadratic control problems
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
- Discrete time mean-field stochastic linear-quadratic optimal control problems
- Optimization of quasilinear stochastic control-nonlinear diffusion systems
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
- Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Optimal control of a class of semi‐linear stochastic evolution equations with applications
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
- Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games
- Time-inconsistent singular stochastic linear-quadratic control for stochastic evolution equations
- Periodic exponential turnpike phenomenon in mean-field stochastic linear-quadratic optimal control
- Stochastic linear quadratic optimal control problems for stochastic evolution equations with unbounded control operator
- Linear quadratic optimal control problems of infinite-dimensional mean-field type with jumps
- Necessary and sufficient conditions of open-loop and closed-loop solvability for delayed stochastic LQ optimal control problems
- Linear-quadratic stochastic teams and zero-sum differential games for jump-diffusion systems with Markovian-switching coefficients under partial observations
- Mean field type control problems, some Hilbert-space-valued FBSDES, and related equations
- Quantum stochastic linear quadratic control theory: closed-loop solvability
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
This page was built for publication: Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5854420)
