Pages that link to "Item:Q5891854"
From MaRDI portal
The following pages link to Dynamic programming for mean-field type control (Q5891854):
Displaying 31 items.
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- Risk-sensitive mean-field-type games with \(L^p\)-norm drifts (Q894364) (← links)
- Viability theorem for deterministic mean field type control systems (Q1711097) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Berge equilibrium in linear-quadratic mean-field-type games (Q2205483) (← links)
- Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
- Krasovskii-Subbotin approach to mean field type differential games (Q2292087) (← links)
- A mean-field optimal control formulation of deep learning (Q2319864) (← links)
- Generalized dynamic programming principle and sparse mean-field control problems (Q2325974) (← links)
- The master equation in mean field theory (Q2344557) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Risk-awareness in multi-level building evacuation with smoke: Burj Khalifa case study (Q2665126) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
- Finite state<i>N</i>-agent and mean field control problems (Q4999530) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Control problem on space of random variables and master equation (Q5107913) (← links)
- Mean-field optimal control as Gamma-limit of finite agent controls (Q5242584) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Dynamic programming for mean-field type control (Q5890824) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
- Infinite horizon average cost optimality criteria for mean-field control (Q6622712) (← links)