Pages that link to "Item:Q734629"
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The following pages link to Mean-field backward stochastic differential equations and related partial differential equations (Q734629):
Displaying 50 items.
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056) (← 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)
- \(H_\infty\) control for continuous-time mean-field stochastic systems (Q2828474) (← 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)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
- New Second-Order Schemes for Forward Backward Stochastic Differential Equations (Q4985215) (← links)
- Controllability Gramian and Kalman rank condition for mean-field control systems (Q4999529) (← links)
- Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759) (← 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)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Weak pullback mean random attractors for stochastic evolution equations and applications (Q5083414) (← links)
- Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process (Q5084745) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- Differential Games (Q5149739) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- Controllability Properties of Linear Mean-Field Stochastic Systems (Q5413862) (← links)
- A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps (Q5854379) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← 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)
- Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems (Q5883142) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573) (← links)
- McKean-Vlasov BSDEs with locally monotone coefficient (Q6050136) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Energy stability of exponential time differencing schemes for the nonlocal Cahn‐Hilliard equation (Q6088187) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- Backward multivalued McKean-Vlasov SDEs and associated variational inequalities (Q6107302) (← links)
- Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307) (← links)
