Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009): Difference between revisions
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English | Maximum principle for discrete-time stochastic control problem of mean-field type |
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Maximum principle for discrete-time stochastic control problem of mean-field type (English)
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23 August 2022
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discrete-time system
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maximum principle
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mean-field stochastic difference equation
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mean-variance portfolio selection problem
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