Pages that link to "Item:Q262019"
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The following pages link to On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019):
Displaying 22 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Mean-field-type games (Q2335249) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information (Q5003597) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law (Q5241026) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
- Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle (Q6647789) (← links)
