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Podrobná bibliografie
Hlavní autoři:	Shi, Jingtao, Wang, Guangchen
Médium:	Preprint
Vydáno:	2020
Témata:	Optimization and Control 93E20, 49K45, 49N10, 49N70, 60H10
On-line přístup:	https://arxiv.org/abs/2004.00653
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Podobné jednotky

A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
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Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
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Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
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Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
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Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
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General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
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Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
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Direct Approach of Indefinite Linear-Quadratic Mean Field Games
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Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
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Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
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An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
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Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
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A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
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Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
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Relationship between Maximum Principle and Dynamic Programming Principle for Risk-Sensitive Stochastic Optimal Control Problems with Applications
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Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
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Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
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Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
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MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
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Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
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Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach
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A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
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Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
Autor: Sun, Jingrui, a další
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A stochastic maximum principle for singular mean-field regime-switching optimal control
Autor: Somé, Maalvladédon Ganet, a další
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A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps
Autor: Wang, Bin, a další
Vydáno: (2024)

Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
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Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and $H_\infty$ Constraint under Partial Information
Autor: Xiang, Na, a další
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Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations
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Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
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Mean-Field Games with common Poissonian noise: a Maximum Principle approach
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Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
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Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
Autor: Anita, Stefana-Lucia, a další
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A class of stochastic control problems with state constraints
Autor: De Angelis, Tiziano, a další
Vydáno: (2026)

The mean-field control problem for heterogeneous forward-backward systems
Autor: Sojmark, Andreas, a další
Vydáno: (2026)

A BSDE approach to the asymmetric risk-sensitive optimization and its applications
Autor: Hu, Mingshang, a další
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Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
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Optimal control of heterogeneous mean-field stochastic differential equations with common noise and applications to financial models
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Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
Autor: Bayraktar, Erhan, a další
Vydáno: (2026)

Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
Autor: Jian, Jiamin, a další
Vydáno: (2024)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
Autor: Bayraktar, Erhan, a další
Vydáno: (2025)