Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538): Difference between revisions
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Revision as of 02:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics |
scientific article |
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Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (English)
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30 October 2015
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stochastic control
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McKean-Vlasov diffusion
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stochastic Pontryagin principle
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mean-field interaction
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mean-field forward-backward stochastic differential equation
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