Pages that link to "Item:Q6570443"
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The following pages link to Social optimal mean field control problem for population growth model (Q6570443):
Displaying 12 items.
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
- The properties of generalized collision branching processes (Q6534469) (← links)
- Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion (Q6534482) (← links)
- A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
- The limit theorems for function of Markov chains in the environment of single infinite Markovian systems (Q6534625) (← links)
- European spread option pricing with the floating interest rate for uncertain financial market (Q6534677) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
- A note on the existence and optimal control for mixed Volterra-Fredholm-type integrodifferential dispersion system of third order (Q6581025) (← links)
- Discrete-time indefinite mean field linear quadratic games with multiplicative noise (Q6583293) (← links)
- Decentralized control for discrete-time mean-field systems with multiple controllers of delayed information (Q6583305) (← links)
