A stochastic maximum principle for general mean-field systems (Q520349)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for general mean-field systems |
scientific article |
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A stochastic maximum principle for general mean-field systems (English)
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3 April 2017
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stochastic control
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maximum principle
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mean-field SDE
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McKean-Vlasov equation
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