A maximum principle for fully coupled stochastic control systems of mean-field type (Q2338901): Difference between revisions

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Revision as of 21:37, 9 July 2024

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A maximum principle for fully coupled stochastic control systems of mean-field type
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    A maximum principle for fully coupled stochastic control systems of mean-field type (English)
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    27 March 2015
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    optimal control problem
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    forward-backward stochastic differential equations
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    maximum principle
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    adjoint equation
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    Ekeland's variational principle
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    linear-quadratic stochastic control problem
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