Pages that link to "Item:Q2801799"
From MaRDI portal
The following pages link to Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799):
Displaying 7 items.
- State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods (Q1637604) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
