Pages that link to "Item:Q1941259"
From MaRDI portal
The following pages link to Stochastic maximum principle in the mean-field controls (Q1941259):
Displaying 41 items.
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← 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)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
- Output feedback \(H_{\infty}\) control for discrete-time mean-field stochastic systems (Q2814019) (← links)
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- Stochastic control and principal eigenvaluet<sup>†</sup> (Q3320263) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- Optimal vaccination strategy for a mean-field stochastic susceptible-infected-vaccinated system (Q5057712) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Stochastic Maximum Principle for Subdiffusions and Its Applications (Q6202388) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
- Data-driven stability of stochastic mean-field type games via noncooperative neural network adversarial training (Q6583308) (← links)
- Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers (Q6594934) (← links)
- A general maximum principle for discrete fractional stochastic control system of mean-field type (Q6607567) (← links)
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
- An accurate numerical scheme for mean-field forward and backward SDEs with jumps (Q6662392) (← links)
