Pages that link to "Item:Q2129699"
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The following pages link to McKean-Vlasov optimal control: the dynamic programming principle (Q2129699):
Displaying 27 items.
- Discrete time McKean-Vlasov control problem: a dynamic programming approach (Q520347) (← links)
- Large deviations for interacting multiscale particle systems (Q2105066) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- Regularity of the value function and quantitative propagation of chaos for mean field control problems (Q2677737) (← links)
- Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching (Q2689713) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← 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)
- An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics (Q6071808) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Q6138485) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Mean field games of controls: on the convergence of Nash equilibria (Q6165242) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Viscosity Solutions for McKean–Vlasov Control on a Torus (Q6191411) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
- Deep relaxation of controlled stochastic gradient descent via singular perturbations (Q6585233) (← links)
- A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
- Control on Hilbert spaces and application to some mean field type control problems (Q6616883) (← links)
- Infinite horizon average cost optimality criteria for mean-field control (Q6622712) (← links)
- Propagation of chaos for mean field Schrödinger problems (Q6663100) (← links)