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Revision as of 00:34, 11 July 2024

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Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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    Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (English)
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    30 October 2015
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    stochastic control
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    McKean-Vlasov diffusion
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    stochastic Pontryagin principle
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    mean-field interaction
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    mean-field forward-backward stochastic differential equation
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