Pages that link to "Item:Q5194896"
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The following pages link to Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896):
Displaying 20 items.
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations (Q2862448) (← links)
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications (Q5003593) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping (Q5273742) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
- Robust \(H_\infty\) control for a class of quasi-linear uncertain stochastic time-varying delayed systems (Q6570359) (← links)
- Exact controllability of linear mean-field stochastic systems and observability inequality for mean-field backward stochastic differential equations (Q6578679) (← links)
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems (Q6579051) (← links)
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
- Receding horizon control for continuous-time mean-field systems (Q6583303) (← links)
