Pages that link to "Item:Q5097299"

The following pages link to A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299):

Displaying 9 items.

• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• A stochastic optimal feedback control problem with random-sized jumps (Q1200587) (← links)
• Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
• An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
• Mean field approach to stochastic control with partial information (Q3383300) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps (Q6136530) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)