Pages that link to "Item:Q5113266"
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The following pages link to On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266):
Displaying 8 items.
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
- A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information (Q5003597) (← links)
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales (Q6614287) (← links)
