Pages that link to "Item:Q2359715"
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The following pages link to On the interpretation of the master equation (Q2359715):
Displaying 44 items.
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Sharp semi-concavity in a non-autonomous control problem and \(L^p\) estimates in an optimal-exit MFG (Q1986974) (← links)
- Stationary fully nonlinear mean-field games (Q2073035) (← links)
- The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems (Q2103960) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- From the master equation to mean field game limit theory: large deviations and concentration of measure (Q2184816) (← links)
- On a mean field optimal control problem (Q2199977) (← links)
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes (Q2280157) (← links)
- Short time solution to the master equation of a first order mean field game (Q2300432) (← links)
- An extended mean field game for storage in smart grids (Q2302762) (← links)
- Restoring uniqueness to mean-field games by randomizing the equilibria (Q2303975) (← links)
- From the master equation to mean field game limit theory: a central limit theorem (Q2423457) (← links)
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (Q2668963) (← links)
- Multiscale control of Stackelberg games (Q2672411) (← links)
- Itô's formula for flows of measures on semimartingales (Q2698485) (← links)
- Bellman equation and viscosity solutions for mean-field stochastic control problem (Q3177924) (← links)
- Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)
- Existence of Solutions of the Master Equation in the Smooth Case (Q3462483) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Stochastic Control with Delayed Information and Related Nonlinear Master Equation (Q4625003) (← links)
- Mean Field Control and Mean Field Game Models with Several Populations (Q4644815) (← links)
- Minimal-time mean field games (Q4973288) (← links)
- Recent Developments in Controlled Crowd Dynamics (Q5012170) (← links)
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- The Master Equation in a bounded domain with Neumann conditions (Q5077174) (← links)
- Control problem on space of random variables and master equation (Q5107913) (← links)
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes (Q5241211) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures (Q5855625) (← links)
- State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs (Q5878204) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise (Q6042792) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- The Convergence Problem in Mean Field Games with Neumann Boundary Conditions (Q6135326) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs (Q6568725) (← 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)
- Wellposedness of second order master equations for mean field games with nonsmooth data (Q6640521) (← links)
