Existence of optimal controls for systems governed by mean-field stochastic differential equations (Q485969): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 6386351 / rank | |||
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mean-field | |||
| Property / zbMATH Keywords: mean-field / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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relaxed control | |||
| Property / zbMATH Keywords: relaxed control / rank | |||
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existence | |||
| Property / zbMATH Keywords: existence / rank | |||
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tightness | |||
| Property / zbMATH Keywords: tightness / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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Revision as of 20:31, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of optimal controls for systems governed by mean-field stochastic differential equations |
scientific article |
Statements
Existence of optimal controls for systems governed by mean-field stochastic differential equations (English)
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14 January 2015
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mean-field
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stochastic differential equation
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relaxed control
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existence
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tightness
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weak convergence
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