Pages that link to "Item:Q2350783"
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The following pages link to Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783):
Displaying 50 items.
- Discrete time mean field games: the short-stage limit (Q258762) (← links)
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← links)
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- Finite-time stability and stabilization of linear discrete time-varying stochastic systems (Q1717495) (← links)
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints (Q1718028) (← links)
- Study on stability and stabilizability of discrete-time mean-field stochastic systems (Q1730074) (← links)
- Finite-time guaranteed cost control for uncertain mean-field stochastic systems (Q1989293) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← 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)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Spectral criteria to stability and observability of mean-field stochastic periodic systems (Q2151865) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Discrete-time ergodic mean-field games with average reward on compact spaces (Q2175362) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Value iteration algorithm for mean-field games (Q2203472) (← links)
- Linear-quadratic mean field control: the invariant subspace method (Q2280888) (← links)
- Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information (Q2288663) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Mean-field-type games (Q2335249) (← 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)
- Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon (Q2423902) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (Q2682327) (← links)
- Mean field Markov decision processes (Q2701089) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Output feedback \(H_{\infty}\) control for discrete-time mean-field stochastic systems (Q2814019) (← links)
- Exact optimal solution for a class of dual control problems (Q2822254) (← links)
- \(H_\infty\) control for continuous-time mean-field stochastic systems (Q2828474) (← links)
- Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937) (← links)
- Markov--Nash Equilibria in Mean-Field Games with Discounted Cost (Q4556905) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- Discrete-time average-cost mean-field games on Polish spaces (Q4970782) (← links)
