Pages that link to "Item:Q4585051"
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The following pages link to On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions (Q4585051):
Displaying 9 items.
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures (Q2103058) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- Singular optimal control problems with recursive utilities of mean-field type (Q6578418) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
- A second-order necessary condition for risk-sensitive mean-field type control (Q6615095) (← links)
