A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmaa.2014.02.008
@@ Property / DOI: 10.1016/j.jmaa.2014.02.008 / rank @@
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@@ Property / author @@
+Bin Liu
@@ Property / author: Bin Liu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2014.02.008
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+W2016157011
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@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
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+A general stochastic maximum principle for SDEs of mean-field type
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@@ Property / DOI @@
+.1016/J.JMAA.2014.02.008
@@ Property / DOI: 10.1016/J.JMAA.2014.02.008 / rank @@
+Normal rank