Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information |
scientific article; zbMATH DE number 6921130
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information |
scientific article; zbMATH DE number 6921130 |
Statements
Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (English)
0 references
21 August 2018
0 references
infinite horizon
0 references
backward stochastic differential delay equation
0 references
mean-field model
0 references
stochastic maximum principle
0 references
partial information
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
