Pages that link to "Item:Q5353446"

The following pages link to A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications (Q5353446):

Displaying 24 items.

• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
• Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Mean-field stochastic <i>H</i>₂/<i>H</i>_∞ control with delay (Q5863734) (← links)
• On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities (Q6083271) (← links)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• A Global Optimality Principle for Fully Coupled Mean-field Control Systems (Q6489813) (← links)
• Maximum principle for stochastic control system with elephant memory and jump diffusion (Q6595036) (← links)
• \(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications (Q6612338) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)