Pages that link to "Item:Q5118958"
From MaRDI portal
The following pages link to On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958):
Displaying 9 items.
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games (Q2120728) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)