Pages that link to "Item:Q2084918"
From MaRDI portal
The following pages link to Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918):
Displaying 5 items.
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type (Q2960128) (← links)
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
- (Q5399825) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle (Q6647789) (← links)