Pages that link to "Item:Q2960128"

The following pages link to Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128):

Displaying 22 items.

• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• Mean-field-type games with jump and regime switching (Q2175351) (← links)
• Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
• Partially observed linear quadratic control problem with delay via backward separation method (Q4588825) (← links)
• A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
• A BSDE approach to stochastic linear quadratic control problem (Q5159834) (← links)
• The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
• Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
• Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)