Stochastic control of memory mean-field processes (Q1734289)

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Stochastic control of memory mean-field processes
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    Stochastic control of memory mean-field processes (English)
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    27 March 2019
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    mean-field stochastic differential equation
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    law process
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    memory
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    path segment spaces
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    random probability measures
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    stochastic maximum principle
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    operator-valued absde
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    mean-variance problem
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