Pages that link to "Item:Q2954223"

The following pages link to Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223):

Displaying 27 items.

• Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
• Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
• Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← 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)
• An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
• Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients (Q2145774) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
• A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
• Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
• (Q3408234) (← links)
• Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
• Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
• Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
• A Mean-Variance Approach to Capital Investment Optimization (Q5742498) (← links)
• Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
• Continuous‐time mean–variance portfolio selection: A reinforcement learning framework (Q5855957) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
• Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle (Q6198302) (← links)
• A finite-dimensional approximation for partial differential equations on Wasserstein space (Q6615510) (← links)
• From finite population optimal stopping to mean field optimal stopping (Q6620067) (← links)