Pages that link to "Item:Q5737639"
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The following pages link to Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639):
Displaying 36 items.
- Model uncertainty stochastic mean-field control (Q5742383) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour (Q5880984) (← links)
- Dynamic programming for mean-field type control (Q5890824) (← links)
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics (Q6071808) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations (Q6118858) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- Viscosity Solutions for McKean–Vlasov Control on a Torus (Q6191411) (← links)
- A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs (Q6568725) (← links)
- Optimal stopping of conditional McKean-Vlasov jump diffusions (Q6577529) (← links)
- A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
- Control on Hilbert spaces and application to some mean field type control problems (Q6616883) (← links)
- Infinite horizon average cost optimality criteria for mean-field control (Q6622712) (← links)
- A probabilistic approach to small noise limit for PDEs in the Wasserstein space (Q6631925) (← links)
- Propagation of chaos for mean field Schrödinger problems (Q6663100) (← links)
- Stability and stabilization of large-scale distribution-dependent SDEs (Q6665574) (← links)
- Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach (Q6668707) (← links)
