Pages that link to "Item:Q734629"

The following pages link to Mean-field backward stochastic differential equations and related partial differential equations (Q734629):

Displaying 50 items.

• 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)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
• Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
• Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
• Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients (Q2151504) (← links)
• Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
• Forward and backward stochastic differential equations with normal constraints in law (Q2229679) (← links)
• General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
• Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
• Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• Mean-field-type games (Q2335249) (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
• Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558) (← links)
• Recent advances in various fields of numerical probability (Q2786538) (← links)
• Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)