Pages that link to "Item:Q482662"
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The following pages link to Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662):
Displaying 37 items.
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Minimizing control variation in discrete-time optimal control problems (Q495119) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Optimal control with delay of jump random processes (Q923039) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- Optimal control for stochastic differential delay equations with Poisson jumps and applications (Q2260447) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- Mean-field-type games (Q2335249) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information (Q4599972) (← links)
- Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes (Q5003474) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
