Pages that link to "Item:Q375182"

The following pages link to A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182):

Displaying 17 items.

• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
• A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
• Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• The Maximum Principle for Progressive Optimal Stochastic Control Problems with Random Jumps (Q3300845) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• (Q4732979) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)