Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425): Difference between revisions

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Maximum principle for delayed stochastic mean-field control problem with state constraint
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    Maximum principle for delayed stochastic mean-field control problem with state constraint (English)
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    4 March 2022
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    mean-field
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    delay system
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    Ekeland's variation principle
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    stochastic maximum principle
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    state constraint
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