Pages that link to "Item:Q3177924"

The following pages link to Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924):

Displaying 50 items.

• Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
• Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
• A stability property in mean field type differential games (Q1998626) (← links)
• Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
• Schauder estimates for a class of potential mean field games of controls (Q2041008) (← links)
• Mean field verification theorem (Q2048474) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
• A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
• A mean-field optimal control formulation of deep learning (Q2319864) (← links)
• Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
• Hamilton-Jacobi equations for controlled gradient flows: the comparison principle (Q2689331) (← links)
• Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
• Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495) (← links)
• (Q4016177) (← links)
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
• (Q4278483) (← links)
• (Q4493569) (← links)
• Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
• (Q4727743) (← links)
• Controlled Markov chains with non-exponential discounting and distribution-dependent costs (Q4999507) (← links)
• Controllability Gramian and Kalman rank condition for mean-field control systems (Q4999529) (← links)
• Finite state<i>N</i>-agent and mean field control problems (Q4999530) (← links)
• Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
• Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
• Rate of convergence for particle approximation of PDEs in Wasserstein space (Q5049892) (← links)
• Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
• Extended mean-field control problem with partial observation (Q5066565) (← links)
• Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, (Q5093794) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• Mean-field optimal control as Gamma-limit of finite agent controls (Q5242584) (← links)
• Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
• Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
• Closed-Loop Equilibrium for Time-Inconsistent McKean--Vlasov Controlled Problem (Q5855520) (← links)
• Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
• Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
• Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
• Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces (Q6056510) (← links)
• Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)