A general stochastic maximum principle for SDEs of mean-field type (Q649117)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general stochastic maximum principle for SDEs of mean-field type |
scientific article |
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A general stochastic maximum principle for SDEs of mean-field type (English)
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30 November 2011
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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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time inconsistent control
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