Pages that link to "Item:Q2234325"
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The following pages link to A general stochastic maximum principle for mean-field controls with regime switching (Q2234325):
Displaying 16 items.
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
- Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
- Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching (Q6668657) (← links)
