Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints |
scientific article |
Statements
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (English)
0 references
16 June 2016
0 references
mean-field forward-backward stochastic differential equations
0 references
maximum principle
0 references
state constraints
0 references
