Deep learning for conditional McKean-Vlasov Jump diffusions

Author:

Rems Jan,Agram Nacira

Publisher

Elsevier BV

Reference53 articles.

1. Impulse Control of Conditional McKean-Vlasov Jump Diffusions;N Agram;Journal of Optimization Theory and Applications,2024

2. Fokker-Planck PIDE for McKean-Vlasov diffusions with jumps and applications to HJB equations and mean-field games;N Agram;SIAM Journal on Control and Optimization,2023

3. Model uncertainty stochastic mean-field control;N Agram;Stochastic Analysis and Applications,2019

4. Stochastic control of memory mean-field processes;N Agram;Applied Mathematics & Optimization,2019

5. Stochastic optimal control of McKean-Vlasov equations with anticipating law;N Agram;Afrika Matematika,2019

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