Pages that link to "Item:Q2254361"
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The following pages link to A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361):
Displaying 22 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- A mean field absorbing control model for interacting objects systems (Q2058572) (← links)
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects (Q2062244) (← links)
- Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls (Q2813961) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
