A stochastic maximum principle for general mean-field systems (Q520349): Difference between revisions
From MaRDI portal
Removed claims |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for general mean-field systems |
scientific article |
Statements
A stochastic maximum principle for general mean-field systems (English)
0 references
3 April 2017
0 references
stochastic control
0 references
maximum principle
0 references
mean-field SDE
0 references
McKean-Vlasov equation
0 references
