Pages that link to "Item:Q5241026"
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The following pages link to Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law (Q5241026):
Displaying 10 items.
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures (Q2103058) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- A stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with random jumps (Q6071314) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- Stochastic maximum principle for partially observed optimal control problem of McKean-Vlasov FBSDEs with Teugels martingales (Q6614287) (← links)
- Maximum principle for partially observed risk-sensitive optimal control problem of McKean-Vlasov FBSDEs involving impulse controls (Q6646282) (← links)
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions (Q6665578) (← links)
