A general stochastic maximum principle for SDEs of mean-field type (Q649117): Difference between revisions

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Latest revision as of 17:37, 4 July 2024

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A general stochastic maximum principle for SDEs of mean-field type
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    A general stochastic maximum principle for SDEs of mean-field type (English)
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    30 November 2011
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    stochastic control
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    maximum principle
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    mean-field SDE
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    McKean-Vlasov equation
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    time inconsistent control
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