Model uncertainty stochastic mean-field control
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Publication:5742383
DOI10.1080/07362994.2018.1499036zbMath1432.93377arXiv1611.01385OpenAlexW2963421302WikidataQ128555359 ScholiaQ128555359MaRDI QIDQ5742383
Publication date: 14 May 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.01385
2-person games (91A05) Applications of game theory (91A80) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)
Related Items (4)
Mean-field stochastic control with elephant memory in finite and infinite time horizon ⋮ Singular Control Optimal Stopping of Memory Mean-Field Processes ⋮ Mean-field FBSDE and optimal control ⋮ Stochastic optimal control of McKean-Vlasov equations with anticipating law
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- Mean field games
- Correction to: ``Stochastic control of memory mean-field processes
- Forward-backward stochastic differential games and stochastic control under model uncertainty
- Mean-field stochastic differential equations and associated PDEs
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
- Mean Field Games and Mean Field Type Control Theory
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
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