Pages that link to "Item:Q2274021"
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The following pages link to Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021):
Displaying 32 items.
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- A stability property in mean field type differential games (Q1998626) (← links)
- Zero-sum differential games on the Wasserstein space (Q2048471) (← links)
- Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization (Q2068797) (← links)
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations (Q2071614) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence (Q2122150) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
- Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
- Rate of convergence for particle approximation of PDEs in Wasserstein space (Q5049892) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Feedback strategies in a game-theoretical control problem for a nonlocal continuity equation (Q6084908) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- A single player and a mass of agents: A pursuit evasion-like game (Q6151943) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Selected topics in mean field games (Q6200700) (← links)
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs (Q6568725) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
- A finite-dimensional approximation for partial differential equations on Wasserstein space (Q6615510) (← 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)
