Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425): Difference between revisions

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-Jian-Dong Wang
@@ Property / author: Jian-Dong Wang / rank @@
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+Jian-Dong Wang
@@ Property / author: Jian-Dong Wang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1186/s13662-019-2283-1
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+W2969318399
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@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+A stochastic maximum principle for general mean-field systems
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+A Hida–Malliavin white noise calculus approach to optimal control
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+Stochastic control of memory mean-field processes
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+A general stochastic maximum principle for SDEs of mean-field type
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+Mean field games
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+Probabilistic Analysis of Mean-Field Games
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+Stochastic maximum principle in the mean-field controls
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+Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
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+A maximum principle for SDEs of mean-field type
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+Q4255599
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@@ Property / Wikidata QID @@
+Q127372576
@@ Property / Wikidata QID: Q127372576 / rank @@
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