Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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2367-0126
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications ; volume:1 ; number:1 ; day:1 ; month:12 ; year:2016 ; pages:1-26 ; date:12.2016
Probability, uncertainty and quantitative risk ; 1, Heft 1 (1.12.2016), 1-26, 12.2016
- Creator
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Pham, Huyen
- Contributor
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SpringerLink (Online service)
- DOI
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10.1186/s41546-016-0008-x
- URN
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urn:nbn:de:1111-201612099648
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:58 AM CEST
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Associated
- Pham, Huyen
- SpringerLink (Online service)
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Projected particle methods for solving McKean Vlasov SDEs
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Impulse Control of Conditional McKean–Vlasov Jump Diffusions
Strong solutions to McKean–Vlasov stochastic differential equations with coefficients of Nemytskii-type
McKean-Vlasov SDEs with singular drifts
Smoothing properties of McKean–Vlasov SDEs
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Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii type: the time-dependent case
Projected particle methods for solving McKean Vlasov SDEs
Large Deviations for McKean Vlasov Equations and Importance Sampling
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
Phase transitions for the McKean-Vlasov equation on the torus
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