Pages that link to "Item:Q4599972"
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The following pages link to Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information (Q4599972):
Displaying 13 items.
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
- Parameter estimation in uncertain delay differential equations via the method of moments (Q2152710) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- Necessary and sufficient conditions of risk‐sensitive optimal control and differential games for stochastic differential delayed equations (Q5241773) (← links)
- Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations (Q6053708) (← links)
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction (Q6076827) (← links)
- A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465) (← links)
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873) (← links)
- Mean-field backward stochastic differential equation with non-Lipschitz coefficient (Q6570389) (← links)
- Near-optimal control for a stochastic SIRS model with imprecise parameters (Q6570401) (← links)
- Social optimal mean field control problem for population growth model (Q6570443) (← links)
