A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (Q2078134)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type |
scientific article |
Statements
A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type (English)
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25 February 2022
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forward-backward stochastic difference equations
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backward stochastic difference equations
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mean-field theory
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stochastic maximum principle
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adjoint difference equation
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