Pages that link to "Item:Q5347269"
From MaRDI portal
The following pages link to Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269):
Displaying 21 items.
- Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Present-biased lobbyists in linear-quadratic stochastic differential games (Q6074010) (← links)
- A robust time‐inconsistent linear‐quadratic problem (Q6089830) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games (Q6110267) (← links)
- A singular linear quadratic time-inconsistent optimal control problem (Q6131019) (← links)
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (Q6139329) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (Q6160483) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
- Novel closed-loop controllers for fractional linear quadratic time-varying systems (Q6559155) (← links)
- Closed-loop and open-loop equilibrium of a class time-inconsistent linear-quadratic differential games (Q6581892) (← links)
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses (Q6583289) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations (Q6621519) (← links)
