Pages that link to "Item:Q2954475"
From MaRDI portal
The following pages link to Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations (Q2954475):
Displaying 13 items.
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005) (← links)
- CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control (Q2110179) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- The density evolution of the killed McKean–Vlasov process (Q5086500) (← links)
- Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions (Q5108228) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- McKean--Vlasov SDEs in Nonlinear Filtering (Q5163690) (← links)
- Mean Field Games with Partial Observation (Q5232215) (← links)
- Mean Field Game Theory with a Partially Observed Major Agent (Q5298491) (← links)
- Partially observed discrete-time risk-sensitive mean field games (Q6078102) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
- A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems (Q6639457) (← links)
- Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations (Q6647800) (← links)
