Pages that link to "Item:Q2296081"
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The following pages link to Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081):
Displaying 38 items.
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I (Q2329692) (← links)
- Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783) (← links)
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
- Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
- Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise (Q6167084) (← links)
- Novel closed-loop controllers for fractional linear quadratic time-varying systems (Q6559155) (← links)
- Open-loop and closed-loop local and remote stochastic nonzero-sum game with inconsistent information structure (Q6577119) (← links)
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
- A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls (Q6583304) (← links)
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698) (← links)
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926) (← links)
- On a differential generalized Nash equilibrium problem with mean field interaction (Q6601200) (← links)
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664) (← links)
