Stochastic maximum principle in the mean-field controls (Q1941259): Difference between revisions

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Latest revision as of 06:06, 6 July 2024

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Stochastic maximum principle in the mean-field controls
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    Stochastic maximum principle in the mean-field controls (English)
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    12 March 2013
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    mean-field models
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    backward stochastic differential equations
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    stochastic maximum principle
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    linear quadratic controls
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