Pages that link to "Item:Q538473"

The following pages link to A maximum principle for SDEs of mean-field type (Q538473):

Displaying 50 items.

• Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
• A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
• Hierarchical mean-field type control of price dynamics for electricity in smart grid (Q2121184) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• Stochastic differential games for crowd evacuation problems: a paradox (Q2125563) (← links)
• Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• On a maximal inequality and its application to SDEs with singular drift (Q2182634) (← links)
• Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
• Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
• Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• Hierarchical structures and leadership design in mean-field-type games with polynomial cost (Q2221282) (← links)
• Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
• Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
• Second-order necessary conditions for optimal control with recursive utilities (Q2317839) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• A mean-field optimal control formulation of deep learning (Q2319864) (← links)
• Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
• Mean-field-type games (Q2335249) (← links)
• A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← 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)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← 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)
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon (Q2423902) (← links)
• A mean field capital accumulation game with HARA utility (Q2514566) (← links)
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577) (← links)
• Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
• Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study (Q2665126) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• Itô's formula for flows of measures on semimartingales (Q2698485) (← links)