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Hierarchical Cooperation in LQ Multi-Population Mean Field Game With Its Application to Opinion Evolution
Lu Ren, Yuxin Jin, Zijia Niu, Wang Yao and Xiao Zhang IEEE Transactions on Network Science and Engineering 11(5) 5008 (2024) https://doi.org/10.1109/TNSE.2024.3418832
Maximum principle for partially observed risk-sensitive optimal control problem of McKean–Vlasov FBSDEs involving impulse controls
Imad Eddine Lakhdari, Youcef Djenaihi, Rafik Kaouache, Salah Boulaaras and Rashid Jan Journal of Pseudo-Differential Operators and Applications 15(4) (2024) https://doi.org/10.1007/s11868-024-00654-7
Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales
Rafik Kaouache, Imad Eddine Lakhdari and Youcef Djenaihi Random Operators and Stochastic Equations 32(3) 249 (2024) https://doi.org/10.1515/rose-2024-2012
Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach