Stochastic maximum principle for weighted mean-field system (Q6107310)

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scientific article; zbMATH DE number 7706084

Language	Label	Description	Also known as
English	Stochastic maximum principle for weighted mean-field system	scientific article; zbMATH DE number 7706084

Statements

scholarly article

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Stochastic maximum principle for weighted mean-field system (English)

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Discrete and Continuous Dynamical Systems. Series S

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publication date

3 July 2023

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full work available at URL

https://arxiv.org/abs/2208.11679

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zbMATH Keywords

McKean-Vlasov equation

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stochastic maximum principle

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MaRDI profile type

MaRDI publication profile

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Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective

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An Introductory Approach to Duality in Optimal Stochastic Control

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Partial derivative with respect to the measure and its application to general controlled mean-field systems

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Mean-field backward stochastic differential equations: A limit approach

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A stochastic maximum principle for general mean-field systems

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Mean-field backward stochastic differential equations and related partial differential equations

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A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

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A second-order stochastic maximum principle for generalized mean-field singular control problem

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Particle representations for a class of nonlinear SPDEs

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On the stochastic maximum principle. Fixed time of control

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Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

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Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations

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Mean field games

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Stochastic maximum principle in the mean-field controls

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Linear quadratic optimal control problems for mean-field backward stochastic differential equations

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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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A General Stochastic Maximum Principle for Optimal Control Problems

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The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem

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Mean-field backward stochastic differential equations driven by fractional Brownian motion

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A maximum principle for mean-field stochastic control system with noisy observation

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Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays

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A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.3934/DCDSS.2023011

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Sitelinks

Mathematics(1 entry)

mardi Publication:6107310

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