Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516): Difference between revisions

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Latest revision as of 03:46, 12 July 2024

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Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
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    Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (English)
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    16 June 2016
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    mean-field forward-backward stochastic differential equations
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    maximum principle
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    state constraints
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