A maximum principle for mean-field SDEs with time change (Q1678481): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:19, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for mean-field SDEs with time change |
scientific article |
Statements
A maximum principle for mean-field SDEs with time change (English)
0 references
17 November 2017
0 references
time change
0 references
martingale random fields
0 references
mean-field SDE
0 references
mean-field BSDEs
0 references
mean-field stochastic optimal control
0 references
