Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon

11 references·16 citing·30 second hop

FromToDepth

this work references cited by second hop

References

2007Mean field games2,638 cited
1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
2006Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle1,574 cited
1999Stochastic Controls1,243 cited
2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations333 cited
2010A Maximum Principle for SDEs of Mean-Field Type330 cited
2009Mean-field backward stochastic differential equations: A limit approach324 cited
2011A General Stochastic Maximum Principle for SDEs of Mean-field Type281 cited
1988On the McKean‐Vlasov Limit for Interacting Diffusions235 cited
2012A mean-field stochastic maximum principle via Malliavin calculus155 cited

Cited by

2018An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game110 cited
2017Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations74 cited
2022McKean–Vlasov optimal control: The dynamic programming principle67 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2015

Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

66 cited

2016Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications62 cited

2017An optimal control problem for mean-field forward–backward stochastic differential equation with noisy observation59 cited

2016Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability50 cited

2016Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities45 cited

2022A maximum principle for mean-field stochastic control system with noisy observation40 cited

2020Indefinite mean-field type linear–quadratic stochastic optimal control problems34 cited

2016Mean-field stochastic linear–quadratic optimal control with Markov jump parameters30 cited

2018A Weak Martingale Approach to Linear-Quadratic McKean–Vlasov Stochastic Control Problems29 cited

2018Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps29 cited

2021Linear–Quadratic Optimal Control for Discrete-Time Mean-Field Systems With Input Delay28 cited

2019Linear Exponential Quadratic Control for Mean Field Stochastic Systems27 cited

2021Mean-field linear-quadratic stochastic differential games in an infinite horizon25 cited