Pages that link to "Item:Q2807034"

The following pages link to Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications (Q2807034):

Displaying 21 items.

• The mean-field limit for particle systems with uniform full-rank constraints (Q6095752) (← links)
• A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
• Importance sampling for McKean-Vlasov SDEs (Q6106020) (← links)
• Copuling population dynamics and diel migration patterns (Q6106332) (← links)
• Mean field games for diel vertical migration with diffusion (Q6110447) (← links)
• Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations (Q6118858) (← links)
• The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition (Q6139820) (← links)
• Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987) (← links)
• Optimal lock-down intensity: a stochastic pandemic control approach of path integral (Q6145560) (← links)
• Propagation of chaos of forward-backward stochastic differential equations with graphon interactions (Q6166252) (← links)
• Rogue traders (Q6166332) (← links)
• On a class of McKean-Vlasov stochastic functional differential equations with applications (Q6166334) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Closed‐loop Nash competition for liquidity (Q6187366) (← links)
• Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems (Q6490237) (← links)
• A Stackelberg order execution game (Q6549606) (← links)
• Stochastic descriptor pursuit game (Q6570648) (← links)
• Ergodicity of the underdamped mean-field Langevin dynamics (Q6591594) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
• The modified MSA, a gradient flow and convergence (Q6620074) (← links)
• Multilevel Monte Carlo EM scheme for MV-SDEs with small noise (Q6668661) (← links)