Pages that link to "Item:Q3145081"

The following pages link to A mean-field stochastic maximum principle via Malliavin calculus (Q3145081):

Displaying 21 items.

• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
• Linear-Quadratic Mean Field Stackelberg Games with State and Control Delays (Q5355199) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
• A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
• Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type (Q6194624) (← links)
• The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses (Q6583289) (← 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)