Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum principle for discrete-time stochastic control problem of mean-field type |
scientific article |
Statements
Maximum principle for discrete-time stochastic control problem of mean-field type (English)
0 references
23 August 2022
0 references
discrete-time system
0 references
maximum principle
0 references
mean-field stochastic difference equation
0 references
mean-variance portfolio selection problem
0 references