Pages that link to "Item:Q2982544"
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The following pages link to A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control (Q2982544):
Displaying 39 items.
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
- On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Linear-quadratic mean-field-type games: a direct method (Q1651872) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information (Q2288663) (← links)
- Mean-field-type games (Q2335249) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study (Q2665126) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
- Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions (Q4364128) (← links)
- Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
- Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis (Q5018896) (← links)
- On the singular risk-sensitive stochastic maximum principle (Q5165299) (← links)
- The maximum principle for partially observed optimal control problems of mean-field FBSDEs (Q5197951) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Stochastic maximum principle for weighted mean-field system (Q6107310) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450) (← links)
- A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
