Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009): Difference between revisions

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Revision as of 06:06, 5 March 2024

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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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